MarkowitzR: Statistical Significance of the Markowitz Portfolio

A collection of tools for analyzing significance of Markowitz portfolios.

Version: 0.9900.0
Depends: R (≥ 3.0.2)
Imports: matrixcalc, sandwich, gtools
Suggests: SharpeR, testthat, knitr
Published: 2016-09-17
Author: Steven E. Pav [aut, cre]
Maintainer: Steven E. Pav <shabbychef at>
License: LGPL-3
NeedsCompilation: no
Citation: MarkowitzR citation info
Materials: README
In views: Finance
CRAN checks: MarkowitzR results


Reference manual: MarkowitzR.pdf
Vignettes: Asymptotic Distribution of the Markowitz Portfolio
Using the MarkowitzR Package
Package source: MarkowitzR_0.9900.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: MarkowitzR_0.9900.0.tgz, r-oldrel: MarkowitzR_0.9900.0.tgz
Old sources: MarkowitzR archive


Please use the canonical form to link to this page.