| Name : R-CombinePortfolio
| |
| Version : 0.4
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 10:58:08
|
| Group : Development/Libraries/Other
| Source RPM : R-CombinePortfolio-0.4-lp153.2.13.src.rpm
|
| Size : 0.07 MB
| |
| Packager : (none)
| |
| 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/openSUSE_Leap_15.3/x86_64 |
