antshi/auxPort: Auxiliary functions for portfolio optimization
The package auxPort provides various auxiliarly functions for the area of portfolio optimization. It includes some typical data cleaning procedures, portfolio optimization functions (both theoretical and with quadratic programming and linear constraints), as well as functions for various performance measures and the respective statistical inference.
Getting started
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Package details |
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| Author | Antoniya Shivarova |
| Maintainer | Antoniya Shivarova <an.shivarova@gmail.com> |
| License | GPL-3 |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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