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:
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