R packages in CRAN
- highOrderPortfolios: Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
- imputeFin: Imputation of Financial Time Series with Missing Values
- fitHeavyTail: Mean and Covariance Matrix Estimation under Heavy Tails
- portfolioBacktest: Automated Backtesting of Portfolios over Multiple Datasets