WeightCraft: Portfolio Choice: Estimation, Construction, and Evaluation

Providing quantitative tools for input estimation, portfolio construction, and performance evaluation.

Version: 1.0.0
Depends: R (≥ 4.0.0)
Imports: quadprog, stats
Published: 2026-03-26
DOI: 10.32614/CRAN.package.WeightCraft (may not be active yet)
Author: Pavlos Pantatosakis [aut, cre], Georgios Skoulakis [aut]
Maintainer: Pavlos Pantatosakis <pantatosakisp at yahoo.com>
License: GPL-3
NeedsCompilation: no
CRAN checks: WeightCraft results

Documentation:

Reference manual: WeightCraft.html , WeightCraft.pdf

Downloads:

Package source: WeightCraft_1.0.0.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): WeightCraft_1.0.0.tgz, r-oldrel (arm64): not available, r-release (x86_64): WeightCraft_1.0.0.tgz, r-oldrel (x86_64): WeightCraft_1.0.0.tgz

Linking:

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