MarkowitzR: Statistical significance of the Markowitz portfolio

a collection of tools for analyzing significance of Markowitz portfolios.

Version: 0.1402
Depends: R (≥ 3.0.2)
Imports: matrixcalc, sandwich, gtools
Suggests: SharpeR, testthat, knitr
Published: 2014-02-12
Author: Steven E. Pav [aut, cre]
Maintainer: Steven E. Pav <shabbychef at>
License: LGPL-3
NeedsCompilation: no
Citation: MarkowitzR citation info
Materials: README ChangeLog
In views: Finance
CRAN checks: MarkowitzR results


Reference manual: MarkowitzR.pdf
Vignettes: Asymptotic Distribution of the Markowitz Portfolio
Using the MarkowitzR Package
Package source: MarkowitzR_0.1402.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: MarkowitzR_0.1402.tgz, r-oldrel: MarkowitzR_0.1402.tgz
OS X Mavericks binaries: r-release: MarkowitzR_0.1402.tgz