Implementation of the Hierarchical Equal Risk Contribution Method (R Shiny)

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Implementation of the Hierarchical Equal Risk Contribution Method (R Shiny) #175

Closed YannickKae closed 7 months ago

YannickKae commented 8 months ago

Have implemented Raffinot's (2018) HERC approach as an interactive R Shiny web application & would like to point out that it might fit here under "Replications" if it meets the requirements.

Here is the GitHub repository for it: Github Repository Here is the link to the application: Web App

wilsonfreitas commented 7 months ago

Repo added ... thanks.