markowitz: Markowitz Criterion

The Markowitz criterion is a multicriteria decision-making method that stands out in risk and uncertainty analysis in contexts where probabilities are known. This approach represents an evolution of Pascal's criterion by incorporating the dimension of variability. In this framework, the expected value reflects the anticipated return, while the standard deviation serves as a measure of risk. The 'markowitz' package provides a practical and accessible tool for implementing this method, enabling researchers and professionals to perform analyses without complex calculations. Thus, the package facilitates the application of the Markowitz criterion. More details on the method can be found in Octave Jokung-Nguéna (2001, ISBN 2100055372).

Version:	0.1.0
Imports:	dplyr, tidyr, magrittr, tidyverse
Suggests:	rmarkdown, spelling, testthat (≥ 3.0.0)
Published:	2024-09-25
DOI:	10.32614/CRAN.package.markowitz
Author:	Luana Oliveira [aut, cre], Marcos Santos [ctb]
Maintainer:	Luana Oliveira <luana.azevedo.oliveira.2022 at gmail.com>
License:	GPL-3
URL:	https://github.com/luana1909/Markowitiz
NeedsCompilation:	no
Language:	en-US
Materials:	README
CRAN checks:	markowitz results

Documentation:

Reference manual:

markowitz.pdf

Downloads:

Package source:	markowitz_0.1.0.tar.gz
Windows binaries:	r-devel: markowitz_0.1.0.zip, r-release: markowitz_0.1.0.zip, r-oldrel: markowitz_0.1.0.zip
macOS binaries:	r-release (arm64): markowitz_0.1.0.tgz, r-oldrel (arm64): markowitz_0.1.0.tgz, r-release (x86_64): markowitz_0.1.0.tgz, r-oldrel (x86_64): markowitz_0.1.0.tgz

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