Package org.akutan.faj.covariance

Class Summary

PetersonGrier	This class reproduces the Monte Carlo test performed in the Peterson & Grier article on Covariance Misspecification in Asset Allocation from the July/August 2006 issue of Financial Analysts Journal.
Stambaugh	This class implements the method of Stambaugh for adjusting the mean and covariance of a shorter return series based on that series beta to one or more longer return series.