Class_MeanVar_portfolio
                        S3 class MeanVar_portfolio
CovShrinkBGP14          Linear shrinkage estimator of the covariance
                        matrix (Bodnar et al. 2014)
CovarEstim              Covariance matrix estimator
InvCovShrinkBGP16       Linear shrinkage estimator of the inverse
                        covariance matrix (Bodnar et al. 2016)
MVShrinkPortfolio       Shrinkage mean-variance portfolio
MeanEstim               Mean vector estimator
MeanVar_portfolio       A helper function for MeanVar_portfolio
RandCovMtrx             Covariance matrix generator
SP_daily_asset_returns
                        Daily log-returns of selected constituents
                        S&P500.
Sigma_sample_estimator
                        Sample covariance matrix
mean_bop19              BOP shrinkage estimator
mean_bs                 Bayes-Stein shrinkage estimator of the mean
                        vector
mean_js                 James-Stein shrinkage estimator of the mean
                        vector
new_GMV_portfolio_weights_BDPS19
                        Constructor of GMV portfolio object.
new_MV_portfolio_traditional
                        Traditional mean-variance portfolio
new_MV_portfolio_weights_BDOPS21
                        Constructor of MV portfolio object
new_MeanVar_portfolio   A constructor for class MeanVar_portfolio
nonlin_shrinkLW         nonlinear shrinkage estimator of the covariance
                        matrix of Ledoit and Wolf (2020)
plot_frontier           Plot the Bayesian efficient frontier (Bauder et
                        al. 2021) and the provided portfolios.
test_MVSP               Test for mean-variance portfolio weights
validate_MeanVar_portfolio
                        A validator for objects of class
                        MeanVar_portfolio
