highOrderPortfolios (Q92795)

From MaRDI portal
Revision as of 18:56, 12 March 2024 by Import240312060351 (talk | contribs) (Added link to MaRDI item.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Design of High-Order Portfolios Including Skewness and Kurtosis
Language Label Description Also known as
English
highOrderPortfolios
Design of High-Order Portfolios Including Skewness and Kurtosis

    Statements

    instance of
    R package
    0 references
    last update
    20 October 2022
    0 references
    software version identifier
    0.1.1
    publication date
    20 October 2022
    0 references
    author
    Daniel P. Palomar
    0 references
    Rui Zhou
    0 references
    Xiwen Wang
    0 references
    imports
    fitHeavyTail
    software version identifier
    ≥ 0.1.4
    0 references
    stats
    0 references
    utils
    0 references
    ECOSolveR
    0 references
    lpSolveAPI
    0 references
    nloptr
    0 references
    PerformanceAnalytics
    0 references
    quadprog
    0 references
    programmed in
    R
    0 references
    depends on software
    R
    0 references

    Identifiers

     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q92795&oldid=30804659"
    Powered by MediaWiki