Files in HDShOP
High-Dimensional Shrinkage Optimal Portfolios

MD5

NAMESPACE

DESCRIPTION

R/random_cov_matrix.R R/Mean_shrink.R R/S3_custom_portfol.R R/BDOPS_2020.R R/dispatchers.R R/Class_ExUtil_portfolio.R R/data.R R/case_c_gr_1.R R/S3_tradit_portfol.R R/S3_weights_portfol.R R/Plot_frontier.R R/BOP_2019.R R/Matrix_shrink.R R/T_alpha_statistics.R R/HDShOP-package.R

inst/REFERENCES.bib

build/partial.rdb

tests/testthat.R tests/testthat/test_CovarEstim.R tests/testthat/test_misc_expressions.R tests/testthat/test_naive_covar_estims.R tests/testthat/test_portf_prototypes_on_data_frames.R tests/testthat/test_alphas.R tests/testthat/test_portf_prototypes_on_matrices.R tests/testthat/test_T_stat.R tests/testthat/test_EU_vs_GMV.R tests/testthat/test_custom_portfolio.R tests/testthat/test_shrink_covar_methods.R tests/testthat/test_MVShrinkportfolio.R

data/SP_daily_asset_returns.RData

man/new_MV_portfolio_weights_BDOPS21.Rd man/new_MV_portfolio_traditional.Rd man/RandCovMtrx.Rd man/InvCovShrinkBGP16.Rd man/plot_frontier.Rd man/nonlin_shrinkLW.Rd man/MeanVar_portfolio.Rd man/new_GMV_portfolio_weights_BDPS19.Rd man/CovShrinkBGP14.Rd man/MeanEstim.Rd man/Sigma_sample_estimator.Rd man/mean_js.Rd man/test_MVSP.Rd man/HDShOP-package.Rd man/MVShrinkPortfolio.Rd man/mean_bop19.Rd man/validate_MeanVar_portfolio.Rd man/SP_daily_asset_returns.Rd man/Class_MeanVar_portfolio.Rd man/mean_bs.Rd man/CovarEstim.Rd man/new_MeanVar_portfolio.Rd

HDShOP documentation built on May 29, 2024, 2:20 a.m.

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