Portfolio Analysis for Nature

The functions are designed to find the efficient mean-variance frontier or portfolio weights for static portfolio (called Markowitz portfolio) analysis in resource economics or nature conservation. Using the nonlinear programming solver ('Rsolnp'), this package deals with the quadratic minimization of the variance-covariances without shorting (i.e., non-negative portfolio weights) studied in Ando and Mallory (2012) . See the examples, testing versions, and more details from: < https://github.com/ysd2004/portn>.


Reference manual

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install.packages("portn")

1.0.0 by Seong Yun, 3 years ago


https://github.com/ysd2004/portn


Browse source code at https://github.com/cran/portn


Authors: Seong Yun [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Depends on Rsolnp


See at CRAN