About Anaconda Help Download Anaconda

r / packages / r-combineportfolio 0.4

Estimation of optimal portfolio weights as combination of simple portfolio strategies, like the tangency, global minimum variance (GMV) or naive (1/N) portfolio. It is based on a utility maximizing 8-fund rule. Popular special cases like the Kan-Zhou(2007) 2-fund and 3-fund rule or the Tu-Zhou(2011) estimator are nested.

Installers

  • noarch v0.4

conda install

To install this package run one of the following:
conda install r::r-combineportfolio

Description


© 2025 Anaconda, Inc. All Rights Reserved. (v4.0.7) Legal | Privacy Policy