Package: MarkowitzR 1.0.2.0002

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>.

Authors:Steven E. Pav [aut, cre]

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MarkowitzR.pdf |MarkowitzR.html✨
MarkowitzR/json (API)

# Install 'MarkowitzR' in R:
install.packages('MarkowitzR', repos = c('https://shabbychef.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/shabbychef/markowitzr/issues

On CRAN:

3 exports 5 stars 1.11 score 2 dependencies 15 scripts 326 downloads

Last updated 3 years agofrom:e566196a44. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 13 2024
R-4.5-winOKSep 13 2024
R-4.5-linuxOKSep 13 2024
R-4.4-winOKSep 13 2024
R-4.4-macOKSep 13 2024
R-4.3-winOKSep 13 2024
R-4.3-macOKSep 13 2024

Exports:itheta_vcovmp_vcovtheta_vcov

Dependencies:gtoolsmatrixcalc

Asymptotic Distribution of the Markowitz Portfolio

Rendered fromAsymptoticMarkowitz.Rnwusingknitr::knitron Sep 13 2024.

Last update: 2014-02-09
Started: 2014-02-01

Using the MarkowitzR Package

Rendered fromMarkowitzR.Rnwusingknitr::knitron Sep 13 2024.

Last update: 2016-09-17
Started: 2014-02-01