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highOrderPortfolios - MaRDI portal

highOrderPortfolios (Q92795)

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Design of High-Order Portfolios Including Skewness and Kurtosis
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highOrderPortfolios
Design of High-Order Portfolios Including Skewness and Kurtosis

    Statements

    instance of
    R package
    0 references
    last update
    20 October 2022
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    software version identifier
    0.1.1
    publication date
    20 October 2022
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    author
    Daniel P. Palomar
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    Rui Zhou
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    Xiwen Wang
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    imports
    fitHeavyTail
    software version identifier
    ≥ 0.1.4
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    stats
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    utils
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    ECOSolveR
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    lpSolveAPI
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    nloptr
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    PerformanceAnalytics
    0 references
    quadprog
    0 references
    programmed in
    R
    0 references
    depends on software
    R
    0 references

    Identifiers

     
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