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Higher moment efficient portfolios
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DESCRIPTION
NAMESPACE
README.md

README.md

mvskPortfolios

Higher moment efficient portfolios

This R package implements the MVSK portfolio tilting framework proposed in the paper ``Algorithmic portfolio tilting to harvest higher moment gains'' with preprint available at https://ssrn.com/abstract=3378491.

Installing the developer version of the package is possible by

devtools::install_github("cdries/mvskPortfolios")

The main function for constructing tilted portfolios is mvskPortfolio and the documentation can be accessed by

?mvskPortfolio
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