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MarkowitzR

Statistical Significance of the Markowitz Portfolio

A collection of tools for analyzing significance of Markowitz portfolios, using the delta method on the second moment matrix, <arxiv:1312.0557>.

Versions across snapshots

VersionRepositoryFileSize
1.0.3 rolling linux/jammy R-4.5 MarkowitzR_1.0.3.tar.gz 818.4 KiB
1.0.3 rolling linux/noble R-4.5 MarkowitzR_1.0.3.tar.gz 818.4 KiB
1.0.3 rolling source/ R- MarkowitzR_1.0.3.tar.gz 890.3 KiB
1.0.3 latest linux/jammy R-4.5 MarkowitzR_1.0.3.tar.gz 818.4 KiB
1.0.3 latest linux/noble R-4.5 MarkowitzR_1.0.3.tar.gz 818.4 KiB
1.0.3 latest source/ R- MarkowitzR_1.0.3.tar.gz 890.3 KiB
1.0.3 2026-04-26 source/ R- MarkowitzR_1.0.3.tar.gz 890.3 KiB
1.0.3 2026-04-23 source/ R- MarkowitzR_1.0.3.tar.gz 890.3 KiB
1.0.3 2026-04-09 windows/windows R-4.5 MarkowitzR_1.0.3.zip 820.8 KiB
1.0.3 2025-04-20 source/ R- MarkowitzR_1.0.3.tar.gz 890.3 KiB

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