{ "_id": "6ac63cfbf511ae58c09a873f", "Package": "highOrderPortfolios", "Title": "Design of High-Order Portfolios Including Skewness and Kurtosis", "Version": "0.1.1", "Date": "2022-10-20", "Description": "The classical Markowitz's mean-variance portfolio\nformulation ignores heavy tails and skewness. High-order\nportfolios use higher order moments to better characterize the\nreturn distribution. Different formulations and fast algorithms\nare proposed for high-order portfolios based on the mean,\nvariance, skewness, and kurtosis. The package is based on the\npapers: R. Zhou and D. P. Palomar (2021). \"Solving High-Order\nPortfolios via Successive Convex Approximation Algorithms.\"\n. X. Wang, R. Zhou, J. Ying, and D. P.\nPalomar (2022). \"Efficient and Scalable High-Order Portfolios\nDesign via Parametric Skew-t Distribution.\" .", "Authors@R": "c(\nperson(c(\"Daniel\", \"P.\"), \"Palomar\", role = c(\"cre\", \"aut\"), email = \"daniel.p.palomar@gmail.com\"),\nperson(\"Rui\", \"Zhou\", role = \"aut\", email = \"rzhouae@connect.ust.hk\"),\nperson(\"Xiwen\", \"Wang\", role = \"aut\", email = \"xwangew@connect.ust.hk\")\n)", "Maintainer": "Daniel P. Palomar ", "URL": "https://github.com/dppalomar/highOrderPortfolios,\nhttps://www.danielppalomar.com", "BugReports": "https://github.com/dppalomar/highOrderPortfolios/issues", "License": "GPL-3", "Encoding": "UTF-8", "LazyData": "true", "RoxygenNote": "7.2.1", "VignetteBuilder": "knitr, rmarkdown, R.rsp", "Config/testthat/edition": "3", "Config/pak/sysreqs": "cmake make", "Repository": "https://dppalomar.r-universe.dev", "Date/Publication": "2022-11-29 01:03:39 UTC", "RemoteUrl": "https://github.com/dppalomar/highorderportfolios", "RemoteRef": "HEAD", "RemoteSha": "f3517955fa42969440bc4dd94d599dbd2373aa32", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-10-07 10:01:14 UTC", "User": "root" }, "Author": "Daniel P. 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