Statistical Significance of the Markowitz Portfolio


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Documentation for package ‘MarkowitzR’ version 1.0.3

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MarkowitzR-package statistics concerning the Markowitz portfolio
itheta_vcov Compute variance covariance of Inverse 'Unified' Second Moment
MarkowitzR statistics concerning the Markowitz portfolio
MarkowitzR-NEWS News for package 'MarkowitzR':
mp_vcov Estimate Markowitz Portfolio
theta_vcov Compute variance covariance of 'Unified' Second Moment
_PACKAGE statistics concerning the Markowitz portfolio