README.md
In piotrek-orlowski/entRsdf: Minimum-dispersion (entropy) SDFs and their regularized approximations
entRsdf
Minimum-dispersion (entropy) SDFs and their (dirty) regularized approximations
Very much in progress
About
'R6'-based implementation of minimum-dispersion pricing kernels.
(Dirty) extension towards regularisation.
Sources
Almeida and Garcia (2016 Management Science)
Orłowski, Sali and Trojani (2019 WP)
Ghosh, Julliard and Taylor
piotrek-orlowski/entRsdf documentation built on Nov. 3, 2021, 6:47 a.m.
R Package Documentation
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entRsdf
Minimum-dispersion (entropy) SDFs and their (dirty) regularized approximations
Very much in progress
About
'R6'-based implementation of minimum-dispersion pricing kernels.
(Dirty) extension towards regularisation.
Sources
Almeida and Garcia (2016 Management Science) Orłowski, Sali and Trojani (2019 WP) Ghosh, Julliard and Taylor
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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