I haven't read through the other replies but my PT taught one way to help with shin splints is to do wall squats with one of those bigcore balls on your back and point your toes up. Meaning you're on your heels. That will help strengthen the muscles that help prevent shin splints.

I always seem to get shin splints when I have extended periods of time off from running then returning to it. Asked my PT for advice on that while I was in for stuff for knee pain issues. Seemed to help out for me incorporating that since I was prescribed to do wall squats anyways.