Implementation of the Hierarchical Equal Risk Contribution Method (R Shiny)
YannickKae opened this issue · comments
Yannick Kälber commented
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
Wilson Freitas commented
Repo added ... thanks.