To cite 'portfolioBacktest' in publications, please use:

Palomar DP, ZHOU R (2019). portfolioBacktest: Automated Backtesting of Portfolios over Multiple Datasets. R package version 0.2.1, https://CRAN.R-project.org/package=portfolioBacktest.

Corresponding BibTeX entry:

  @Manual{,
    title = {{portfolioBacktest: Automated Backtesting of Portfolios
      over Multiple Datasets}},
    author = {D. P. Palomar and Rui ZHOU},
    note = {R package version 0.2.1},
    year = {2019},
    url = {https://CRAN.R-project.org/package=portfolioBacktest},
  }