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markowitz  

Markowitz Criterion
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("markowitz", "0.1.0")



Attach the package and use:
library("markowitz")
Maintained by
Luana Oliveira
[Scholar Profile | Author Map]
First Published: 2024-09-25
Latest Update: 2024-09-25
Description:
The Markowitz criterion is a multicriteria decision-making method that stands out in risk and uncertainty analysis in contexts where probabilities are known. This approach represents an evolution of Pascal's criterion by incorporating the dimension of variability. In this framework, the expected value reflects the anticipated return, while the standard deviation serves as a measure of risk. The 'markowitz' package provides a practical and accessible tool for implementing this method, enabling researchers and professionals to perform analyses without complex calculations. Thus, the package facilitates the application of the Markowitz criterion. More details on the method can be found in Octave Jokung-Nguéna (2001, ISBN 2100055372).
How to cite:
Luana Oliveira (2024). markowitz: Markowitz Criterion. R package version 0.1.0, https://cran.r-project.org/web/packages/markowitz. Accessed 02 Apr. 2025.
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