shabbychef/MarkowitzR: Statistical Significance of the Markowitz Portfolio
A collection of tools for analyzing significance of Markowitz portfolios, using the delta method on the second moment matrix, <arxiv:1312.0557>.
Getting started
Browse package contents
Package details |
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| Maintainer | Steven E. Pav <shabbychef@gmail.com> |
| License | LGPL-3 |
| Version | 1.0.2.0002 |
| URL | https://github.com/shabbychef/MarkowitzR |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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