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 about 3 years ago.

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