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HDShOP
CovShrinkBGP14
CovShrinkBGP14 function
Linear shrinkage estimator of the covariance matrix \insertCite BGP2014HDShOP
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HDShOP package
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Maintainer: Dmitry Otryakhin
License: GPL-3
Last published: 2025-11-14
Useful links
https://github.com/Otryakhin-Dmitry/global-minimum-variance-portfolio/issues
https://github.com/Otryakhin-Dmitry/global-minimum-variance-portfolio