R: Design of High-Order Portfolios Including Skewness and Kurtosis

# Design of High-Order Portfolios Including Skewness and Kurtosis

## Documentation for package ‘highOrderPortfolios’ version 0.1.1

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

highOrderPortfolios-package | highOrderPortfolios: Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
design_MVSKtilting_portfolio_via_sample_moments | Design high-order portfolio by tilting a given portfolio to the MVSK efficient frontier
design_MVSK_portfolio_via_sample_moments | Design high-order portfolio based on weighted linear combination of first four moments
design_MVSK_portfolio_via_skew_t | Design MVSK portfolio without shorting based on the parameters of generalized hyperbolic skew-t distribution
estimate_sample_moments | Estimate first four moment parameters of multivariate observations
estimate_skew_t | Estimate the parameters of skew-t distribution from multivariate observations
eval_portfolio_moments | Evaluate first four moments of a given portfolio
X100 | Synthetic 500x100 matrix dataset
X200 | Synthetic 1000x200 matrix dataset
X50 | Synthetic 250x50 matrix dataset