Using the fromo package2 years ago
The update formula | Vector Moments | The output | Running Moments
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An Iterative Algorithm for Regularized Non-negative Matrix Factorizations2 years ago
The sadists package6 years ago
Introduction | Sum of (non-central) chi-squares to a power | K-prime distribution | Lambda prime distribution | Upsilon distribution | Doubly non-central F distribution | Doubly non-central t distribution | Doubly non-central Beta distribution | Doubly non-central Eta distribution | Sum of logs of (non-central) chi-squares | Product of (non-central) chi-squares to a power | Product of doubly non-central F variates | Product of normal variates
Using the SharpeR Package6 years ago
Notes on the Sharpe ratio8 years ago
Asymptotic Distribution of the Markowitz Portfolio8 years ago
Using the MarkowitzR Package10 years ago
Introduction | Example usage
Asymptotic Distribution of the Markowitz Portfolio12 years ago
Introduction | The augmented second moment | Distribution under Gaussian returns | Extensions | Confirming the scalar Gaussian case
Asymptotic Distribution of the Markowitz Portfolio13 years ago
