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CombinePortfolio  

Estimation of Optimal Portfolio Weights by Combining Simple Portfolio Strategies
View on CRAN: Click here


Download and install CombinePortfolio package within the R console
Install from CRAN:
install.packages("CombinePortfolio")

Install from Github:
library("remotes")
install_github("cran/CombinePortfolio")

Install by package version:
library("remotes")
install_version("CombinePortfolio", "0.4")



Attach the package and use:
library("CombinePortfolio")
Maintained by
Florian Ziel
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-06-08
Latest Update: 2019-02-10
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. Popular special cases like the Kan-Zhou(2007) 2-fund and 3-fund rule or the Tu-Zhou(2011) estimator are nested.
How to cite:
Florian Ziel (2016). CombinePortfolio: Estimation of Optimal Portfolio Weights by Combining Simple Portfolio Strategies. R package version 0.4, https://cran.r-project.org/web/packages/CombinePortfolio. Accessed 05 Mar. 2026.
Previous versions and publish date:
0.2 (2016-06-08 05:47), 0.3 (2016-06-10 07:49)
Other packages that cited CombinePortfolio R package
View CombinePortfolio citation profile
Other R packages that CombinePortfolio depends, imports, suggests or enhances
Complete documentation for CombinePortfolio
Functions, R codes and Examples using the CombinePortfolio R package
Some associated functions: CombinePortfolio-package . 
Some associated R codes: 8fund.R .  Full CombinePortfolio package functions and examples
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