Portfolio Choice: Estimation, Construction, and Evaluation
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Documentation for package ‘WeightCraft’ version 1.0.0
Help Pages
| WeightCraft-package | WeightCraft: Portfolio Choice Problems - Estimation, Construction, and Evaluation |
| EWMA | Exponentially Weighted Moving Average |
| PerformanceMeasures | Performance Measures for Portfolio Strategies |
| solve_cwls | Constrained Weighted Least Squares (CWLS) |
| solve_mean_variance | Mean-Variance Portfolio Optimization with Bound Constraints |
| WeightCraft | WeightCraft: Portfolio Choice Problems - Estimation, Construction, and Evaluation |