https://github.com/esterpantaleo/portfolio

code to compare different covariance matrix estimators for portfolio optimization
https://github.com/esterpantaleo/portfolio

Last synced: 4 days ago
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code to compare different covariance matrix estimators for portfolio optimization

• Host: GitHub
• URL: https://github.com/esterpantaleo/portfolio
• Owner: esterpantaleo
• License: gpl-3.0
• Created: 2014-02-25T22:26:10.000Z (almost 11 years ago)
• Default Branch: master
• Last Pushed: 2014-02-27T17:54:27.000Z (almost 11 years ago)
• Last Synced: 2025-02-11T04:12:48.643Z (4 days ago)
• Language: Matlab
• Homepage:
• Size: 7 MB
• Stars: 2
• Watchers: 2
• Forks: 3
• Open Issues: 0

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