MarkowitzR: Statistical Significance of the Markowitz Portfolio

a collection of tools for analyzing significance of Markowitz portfolios.

Version: 0.1502
Depends: R (≥ 3.0.2)
Imports: matrixcalc, sandwich, gtools
Suggests: SharpeR, testthat, knitr
Published: 2015-01-28
Author: Steven E. Pav [aut, cre]
Maintainer: Steven E. Pav <shabbychef at>
License: LGPL-3
NeedsCompilation: no
Citation: MarkowitzR citation info
Materials: README
In views: Finance
CRAN checks: MarkowitzR results


Reference manual: MarkowitzR.pdf
Vignettes: Asymptotic Distribution of the Markowitz Portfolio
Using the MarkowitzR Package
Package source: MarkowitzR_0.1502.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: MarkowitzR_0.1502.tgz, r-oldrel: MarkowitzR_0.1502.tgz
OS X Mavericks binaries: r-release: MarkowitzR_0.1502.tgz
Old sources: MarkowitzR archive