R: Dynamic Optimal Shrinkage Portfolio

# Dynamic Optimal Shrinkage Portfolio

## Documentation for package ‘DOSPortfolio’ version 0.1.0

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

DOSPortfolio-package | A set of tools for constructing Dynamic Optimal Shrinkage estimator of the global minimum variance portfolio.
DOSPortfolio | The Dynamic Optimal Shrinkage Portfolio interface.
new_DOSPortfolio | Constructor for the DOSPortfolio class
r0Strategy | Computes the relative loss of the target portfolio used
validate_input | Validates input to the DOSPortfolio function.
wGMV | Sample estimator of the weights of the global minimum variance portfolio
wGMVNonOverlapping | Dynamic optimal shrinkage estimator of the weights of the global minimum variance portfolio when non-overlapping samples are used.
wGMVOverlapping | Dynamic optimal shrinkage estimator of the weights of the global minimum variance portfolio when overlapping samples are used.