MarkowitzR: Statistical Significance of the Markowitz Portfolio

A collection of tools for analyzing significance of Markowitz portfolios.

Version: 1.0.1
Depends: R (≥ 3.0.2)
Imports: matrixcalc, sandwich, gtools
Suggests: SharpeR, testthat, knitr
Published: 2018-05-26
Author: Steven E. Pav ORCID iD [aut, cre]
Maintainer: Steven E. Pav <shabbychef at gmail.com>
BugReports: https://github.com/shabbychef/MarkowitzR/issues
License: LGPL-3
URL: https://github.com/shabbychef/MarkowitzR
NeedsCompilation: no
Citation: MarkowitzR citation info
Materials: README ChangeLog
In views: Finance
CRAN checks: MarkowitzR results

Downloads:

Reference manual: MarkowitzR.pdf
Vignettes: Asymptotic Distribution of the Markowitz Portfolio
Using the MarkowitzR Package
Package source: MarkowitzR_1.0.1.tar.gz
Windows binaries: r-devel: MarkowitzR_1.0.1.zip, r-release: MarkowitzR_1.0.1.zip, r-oldrel: MarkowitzR_1.0.1.zip
OS X binaries: r-release: MarkowitzR_1.0.1.tgz, r-oldrel: MarkowitzR_1.0.1.tgz
Old sources: MarkowitzR archive

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