Man pages for laszlo-jakab/compsizer
Compute CompetitorSize, as defined in Jakab (2018)
| CompSize | Calculates CompetitorSize vector for a single date, given... |
| CosSim | Calculates cosine similarity between the columns of a matrix |
| GenCompSize | Generate CompetitorSize from a dataset of portfolio weights... |
| SplitByDate | Split Weights and Sizes by Date |
