jluby/portfoliowalkr: Characteristic-Matched Random Portfolio Creation
A package that facilitates the creation of characteristic-matched random portfolios. The package samples benchmark portfolios using two methods: Dikin walk and hit-and-run.
Getting started
Browse package contents
Package details |
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| Author | Jack Luby and David Kane |
| Maintainer | Jack Luby <jluby@college.harvard.edu> |
| License | MIT + file LICENSE |
| Version | 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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