Updates for Proportional Minimum Variance and Adaptive Shrinkage methods

October 28, 2013
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(This article was first published on Systematic Investor » R, and kindly contributed to R-bloggers)

I create supporting pages for two projects I have collaborated with David Varadi in 2013:

Please check the links to get more info, including supporting blog posts, back-tests, R code to reproduce the back-tests, and more to come in the near future.

I and David appreciate your feedback and comments.


To leave a comment for the author, please follow the link and comment on his blog: Systematic Investor » R.

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