R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
highOrderPortfolios
View on CRAN: Click
here
Download and install highOrderPortfolios package within the R console
Install from CRAN:
install.packages("highOrderPortfolios")
Install from Github:
library("remotes")
install_github("cran/highOrderPortfolios") Install by package version:
library("remotes")
install_version("highOrderPortfolios", "0.1.1") Attach the package and use:
library("highOrderPortfolios")
Maintained by
Daniel P. Palomar
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-10-11
Latest Update: 2022-10-20
Description:
The classical Markowitz's mean-variance portfolio formulation ignores
heavy tails and skewness. High-order portfolios use higher order moments to
better characterize the return distribution. Different formulations and fast
algorithms are proposed for high-order portfolios based on the mean, variance,
skewness, and kurtosis.
The package is based on the papers:
R. Zhou and D. P. Palomar (2021). "Solving High-Order Portfolios via
Successive Convex Approximation Algorithms." .
X. Wang, R. Zhou, J. Ying, and D. P. Palomar (2022). "Efficient and Scalable
High-Order Portfolios Design via Parametric Skew-t Distribution." .
How to cite:
Daniel P. Palomar (2022). highOrderPortfolios: Design of High-Order Portfolios Including Skewness and Kurtosis. R package version 0.1.1, https://cran.r-project.org/web/packages/highOrderPortfolios. Accessed 25 Aug. 2026.
Previous versions and publish date:
Other packages that cited highOrderPortfolios R package
View highOrderPortfolios citation profile
Other R packages that highOrderPortfolios depends,
imports, suggests or enhances
Complete documentation for highOrderPortfolios
Functions, R codes and Examples using
the highOrderPortfolios R package
Some associated functions: X100 . X200 . X50 . design_MVSK_portfolio_via_sample_moments . design_MVSK_portfolio_via_skew_t . design_MVSKtilting_portfolio_via_sample_moments . estimate_sample_moments . estimate_skew_t . eval_portfolio_moments . highOrderPortfolios-package .
Some associated R codes: MVSK.R . MVSK_skew_t.R . MVSKtilting.R . X100.R . X200.R . X50.R . auxiliary.R . highOrderPortfolios-package.R . utilities.R . Full highOrderPortfolios package functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
missDiag
Implements the computation of discrepancy statistics summarizing differences between the density of ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Moritz Marbach (view profile)
hwep
Inference concerning equilibrium and random mating in
autopolyploids. Methods are available to test ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: David Gerard (view profile)
r2resize
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
connectwidgets
A collection of helper functions and 'htmlwidgets' to help publishers
curate content collections on ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Brian Smith (view profile)
commonsMath
'Java' JAR files for the Apache Commons Mathematics Library for use by users and other packages. ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: David B. Dahl (view profile)
28,332
R Packages
239,283
Dependencies
75,113
Author Associations
28,333
Publication Badges
