Estimation of Optimal Portfolio Weights by Combining Simple Portfolio Strategies


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Documentation for package ‘CombinePortfolio’ version 0.4

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CombinePortfolio-package Estimation of optimal combined portfolios based on an 8-fund rule.
combination.rule Function for estimating portfolio weights by the 8fund rule
combination.rule.restriction Function for estimating portfolio weights of a restricted 8-fund rule
CombinePortfolio Estimation of optimal combined portfolios based on an 8-fund rule.