Package: CombinePortfolio
Type: Package
Title: Estimation of Optimal Portfolio Weights by Combining Simple
        Portfolio Strategies
Version: 0.4
Date: 2019-02-10
Author: Florian Ziel
Maintainer: Florian Ziel <florian.ziel@uni-due.de>
Description: 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. Popular special cases like the Kan-Zhou(2007) 2-fund and 3-fund rule or the Tu-Zhou(2011) estimator are nested.
Depends: R (>= 3.0.2)
License: GPL (>= 2)
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2019-02-10 21:43:28 UTC
Packaged: 2019-02-10 15:32:04 UTC; florian
Built: R 4.6.0; ; 2026-04-25 17:46:08 UTC; unix
