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. doi:10.48550/arXiv.1312.0557.
- Version1.0.3
- R version≥ 3.0.2
- LicenseLGPL-3
- Needs compilation?No
- MarkowitzR citation info
- Last release08/21/2023
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Steven E. Pav
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- Imports2 packages
- Suggests5 packages