Reference manual

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install.packages("highOrderPortfolios")

0.1.1 by Daniel P. Palomar, 2 years ago


https://github.com/dppalomar/highOrderPortfolios, https://www.danielppalomar.com


Report a bug at https://github.com/dppalomar/highOrderPortfolios/issues


Browse source code at https://github.com/cran/highOrderPortfolios


Authors: Daniel P. Palomar [cre, aut] , Rui Zhou [aut] , Xiwen Wang [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports ECOSolveR, lpSolveAPI, nloptr, PerformanceAnalytics, quadprog, fitHeavyTail, stats, utils

Suggests knitr, ggplot2, rmarkdown, R.rsp, testthat


See at CRAN