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HDShOP
Sigma_sample_estimator
Sigma_sample_estimator function
Sample covariance matrix
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HDShOP package
Read PDF manual
Maintainer: Dmitry Otryakhin
License: GPL-3
Last published: 2024-03-25
Useful links
https://github.com/Otryakhin-Dmitry/global-minimum-variance-portfolio/issues
https://github.com/Otryakhin-Dmitry/global-minimum-variance-portfolio