| Name : R-CombinePortfolio
| |
| Version : 0.4
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp154.2.1
| Date : 2021-12-11 18:48:26
|
| Group : Development/Libraries/Other
| Source RPM : R-CombinePortfolio-0.4-lp154.2.1.src.rpm
|
| Size : 0.07 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Estimation of Optimal Portfolio Weights by Combining Simple Portfolio Strategies
|
Description :
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.4/x86_64 |
