Is highOrderPortfolios safe to use?

highOrderPortfolios has no known vulnerabilities on the latest version (0.1.1). DepScope rates its health at 39/100 (critical risk).

What is the latest version of highOrderPortfolios?

The latest version of highOrderPortfolios is 0.1.1, released 2022-10-20.

Does highOrderPortfolios have known vulnerabilities?

No known vulnerabilities on the latest version of highOrderPortfolios.

Is highOrderPortfolios deprecated?

No, highOrderPortfolios is actively maintained. Latest release: 0.1.1 (2022-10-20).

What are alternatives to highOrderPortfolios?

DepScope has no curated alternatives for highOrderPortfolios at this time.

What license does highOrderPortfolios use?

highOrderPortfolios is licensed under GPL-3.

highOrderPortfolios

cranv0.1.1

Design of High-Order Portfolios Including Skewness and Kurtosis. The classical Markowitz's mean-variance portfolio formulation ignores heavy tails and skewness. High-order portfolios use higher order moments to better characterize the return distribution. Different formulations and fast algorithms are proposed for high-order portfolios based on the mean, variance

License GPL-3strong copyleft0 versions1 maintainers8 deps198 weekly dl

dppalomar/highOrderPortfolios

/ 100

Health

use with caution

[email protected] low health (39/100) — consider alternatives

Low health score (39/100)

Health breakdown0 – 100

0/25

maintenance

3/20

popularity

25/25

security

9/15

maturity

2/15

community

Vulnerabilities

none known

Health History

Dependency Tree

License Audit

Dependencies (8)

ECOSolveR lpSolveAPI nloptr PerformanceAnalytics quadprog fitHeavyTail stats utils

API access

Get this data programmatically — free, no authentication.

curl https://depscope.dev/api/check/cran/highOrderPortfolios

First published · 2022-10-20 13:08:28

Last updated · 2022-10-20T10:35:07+00:00