Class_MeanVar_portfolio
                        S3 class MeanVar_portfolio
CovShrinkBGP14          Linear shrinkage estimator of the covariance
                        matrix (Bodnar et al. 2014)
CovarEstim              Covariance matrix estimator
HDShOP-package          A set of tools for shrinkage estimation of
                        mean-variance optimal portfolios
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
