Package: CombinePortfolio
Type: Package
Title: Estimation of Optimal Portfolio Weights by Combining Simple
        Portfolio Strategies
Version: 0.3
Date: 2016-06-09
Author: Author: Florian Ziel
Maintainer: Florian Ziel <ziel@europa-uni.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: 2016-06-10 07:49:01
Packaged: 2016-06-09 16:42:03 UTC; florian
