Clean Covariance Matrices Using Random Matrix Theory and Shrinkage Estimators for Portfolio Optimization

MD5

DESCRIPTION

README.md
NAMESPACE

R/denoise.R
R/util.R
R/divergence.R
R/shrinkage.R
R/framework.R
man/sp500.Rd
man/optimizePortfolio.Rd
man/cov_shrink.Rd
man/denoise.Rd
man/getPortfolioReturns.Rd
man/sp500.subset.Rd
man/tawny-package.Rd
man/divergence.Rd
tests/test-all.R
tests/testit/test-shrinkage.R
tests/testit/test-denoise-normalize.R
data/sp500.subset.RData

data/sp500.RData

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