MarkowitzR: Statistical significance of the Markowitz portfolio

a collection of tools for analyzing significance of Markowitz portfolios.

Version: 0.1402
Depends: R (≥ 3.0.2)
Imports: matrixcalc, sandwich, gtools
Suggests: SharpeR, testthat, knitr
Published: 2014-02-12
Author: Steven E. Pav [aut, cre]
Maintainer: Steven E. Pav <shabbychef at gmail.com>
BugReports: https://github.com/shabbychef/MarkowitzR/issues
License: LGPL-3
URL: http://www.r-project.org, https://github.com/shabbychef/MarkowitzR
NeedsCompilation: no
Citation: MarkowitzR citation info
Materials: README ChangeLog
In views: Finance
CRAN checks: MarkowitzR results

Downloads:

Reference manual: MarkowitzR.pdf
Vignettes: Asymptotic Distribution of the Markowitz Portfolio
Using the MarkowitzR Package
Package source: MarkowitzR_0.1402.tar.gz
MacOS X binary: MarkowitzR_0.1402.tgz
Windows binary: MarkowitzR_0.1402.zip