CombinePortfolio (0.2)
Estimation of Optimal Portfolio Weights by Combining Simple Portfolio Strategies.
http://cran.r-project.org/web/packages/CombinePortfolio
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.
Maintainer:
Florian Ziel
Author(s): Author: Florian Ziel
License: GPL (>= 2)
Uses: Does not use any package
Released over 2 years ago.