Statistical Significance of the Markowitz Portfolio
Compute variance covariance of Inverse 'Unified' Second Moment
statistics concerning the Markowitz portfolio
Estimate Markowitz Portfolio
News for package 'MarkowitzR':
Compute variance covariance of 'Unified' Second Moment
A collection of tools for analyzing significance of Markowitz portfolios, using the delta method on the second moment matrix, <arxiv:1312.0557>.
Useful links