portn

Portfolio Analysis for Nature

Last update: 14 August 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0.0

Description

The functions are designed to find the efficient mean-variance frontier or portfolio weights for static portfolio (called Markowitz portfolio) analysis in resource economics or nature conservation. Using the nonlinear programming solver ('Rsolnp'), this package deals with the quadratic minimization of the variance-covariances without shorting (i.e., non-negative portfolio weights) studied in Ando and Mallory (2012) <doi:10.1073/pnas.1114653109>. See the examples, testing versions, and more details from: <https://github.com/ysd2004/portn>.

Cites work

Optimal portfolio design to reduce climate-related conservation uncertainty in the Prairie Pothole Region

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