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_portf_prototypes_on_matrices.R
tests/testthat/test_T_stat.R
tests/testthat/test_EU_vs_GMV.R
tests/testthat/test_shrink_covar_methods.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
