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cdries/mvskPortfolios: Higher Moment Efficient Portfolios

Tilting financial portfolios to achieve more preferable moments. The package implements the method described in the paper Boudt et al. (2020). Algorithmic portfolio tilting to harvest higher moment gains. Heliyon, 6(3).

README.md

Vignettes Man pages API and functions Files

Package details
Maintainer
License	GPL-2 \| 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: `install.packages("remotes") remotes::install_github("cdries/mvskPortfolios")`