PengWu12245/EcoPleio: Testing Factor Models for Asset Returns: Based on Pleiotropy Model
Implementation of several tests of the efficiency of some given portfolios under the multivariate linear regression model.
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Package details |
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| Author | Peng Wu, Qing Jiang, Xun Zhang, Xingwei Tong |
| Maintainer | Peng Wu <pengwu@mail.bnu.edu.cn> |
| License | GPL (>=2) |
| Version | 1.0 |
| URL | https://github.com/PengWu12245/EcoPleio |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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