Package: CombinePortfolio
Type: Package
Title: Estimation of Optimal Portfolio Weights by Combining Simple
        Portfolio Strategies
Version: 0.2
Date: 2016-06-01
Author: Author: Florian Ziel
Maintainer: Florian Ziel <ziel@europa-uni.de>
Description: Estimation of optimal portfolio weights as combination of simple portfolio strategies, like the tangency, global minimum variance (GMV) or naive (1/N) portfolio. It is based on a utility maximizing 8-fund rule. 
Depends: R (>= 3.0.2)
License: GPL (>= 2)
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2016-06-08 05:47:03
Packaged: 2016-06-07 15:53:04 UTC; florian
