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modernPortfolio: an R package

This work is in collaboration with Nicolas Christou of UCLA Statistics. We recently released the R package, stockPortfolio, which can be used in the building of stock portfolio models and useful in the evaluation of each model. We provide multiple plotting functions for crisp graphics that are useful in understanding the results of each model and expressing those results to non-statisticians. The package includes
   * Mean-variance portfolio methods
   * Single index model (including corrections)
   * Constant correlation model
   * Multigroup model
   * Graphical tools
   * Model testing functions