Man pages for DOSPortfolio
Dynamic Optimal Shrinkage Portfolio
| ComputeBeta | A helper function for computing beta coefficients used in the... |
| ComputeD | A helper function for computing D-coefficients used in the... |
| ConvexCombination | Computes a convex combination between two vectors. |
| DOSPortfolio | The Dynamic Optimal Shrinkage Portfolio interface. |
| DOSPortfolio-package | A set of tools for constructing Dynamic Optimal Shrinkage... |
| new_DOSPortfolio | Constructor for the DOSPortfolio class |
| r0Strategy | Computes the relative loss of the target portfolio used |
| rUpdateOverlapping | The recursive estimation for updating the relative loss in... |
| validate_input | Validates input to the DOSPortfolio function. |
| wGMV | Sample estimator of the weights of the global minimum... |
| wGMVNonOverlapping | Dynamic optimal shrinkage estimator of the weights of the... |
| wGMVOverlapping | Dynamic optimal shrinkage estimator of the weights of the... |
