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highOrderPortfolios
design_MVSKtilting_portfolio_via_sample_moments
design_MVSKtilting_portfolio_via_sample_moments function
Design high-order portfolio by tilting a given portfolio to the MVSK efficient frontier
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highOrderPortfolios package
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Maintainer: Daniel P. Palomar
License: GPL-3
Last published: 2022-10-20
Useful links
https://github.com/dppalomar/highOrderPortfolios/issues
https://github.com/dppalomar/highOrderPortfolios
https://www.danielppalomar.com