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portfolio_efficient_asset_allocation

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Project description

functions to make application of Harry Markowitz portfollio optimization quick and easy. Calculate a vector of portfollio weights that minimize risk for a given return. To use this code first load the tseries and quantmod library.

Project Information

Development Status : 1 - Planning
Development Status : 2 - Pre-Alpha
Intended Audience : Developers
Intended Audience : End Users/Desktop
Natural Language : English
Operating System : Microsoft : Windows
Programming Language : R

Registered: 2012-12-04 23:01
Activity Ranking: 0
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Thanks to:

Vienna University of Economics and Business

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