RZ
Rui Zhou
4 packages
On CRAN since Jun 2019 (7 years) · last active 3 months ago
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Automated Backtesting of Portfolios over Multiple Datasets
Automated Backtesting of Portfolios over Multiple Datasets
Mean and Covariance Matrix Estimation under Heavy Tails
Design of High-Order Portfolios Including Skewness and Kurtosis
Design of High-Order Portfolios Including Skewness and Kurtosis
Design of High-Order Portfolios Including Skewness and Kurtosis
Mean and Covariance Matrix Estimation under Heavy Tails
Automated Backtesting of Portfolios over Multiple Datasets
Mean and Covariance Matrix Estimation under Heavy Tails
Automated Backtesting of Portfolios over Multiple Datasets
Co-authored Packages
4 packages
| Package | Version |
|---|---|
| fitHeavyTail | 0.2.0 |
| portfolioBacktest | 0.4.2 |
| imputeFin | 0.1.2 |
| highOrderPortfolios | 0.1.1 |