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highOrderPortfolios version 0.1.1 (2022-10-20)

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@dppalomar dppalomar released this 29 Nov 01:05
  • Just fixing some tests that failed under M1 Mac.

  • Specify in DESCRIPTION that fitHeavyTail (>= 0.1.4) is required, just to be safe.

  • Some links updated.

  • References revised.

  • Parametric functions included based on new paper with Xiwen Wang.