To cite package ‘portfolioBacktest’ in publications use:

Palomar DP, Zhou R (2026). portfolioBacktest: Automated Backtesting of Portfolios over Multiple Datasets. R package version 0.4.2, https://github.com/dppalomar/portfoliobacktest.

Corresponding BibTeX entry:

  @Manual{,
    title = {portfolioBacktest: Automated Backtesting of Portfolios
      over Multiple Datasets},
    author = {Daniel P. Palomar and Rui Zhou},
    year = {2026},
    note = {R package version 0.4.2},
    url = {https://github.com/dppalomar/portfoliobacktest},
  }