DOSPortfolio (Q1352977): Difference between revisions

From MaRDI portal
Created a new Item: #quickstatements; #temporary_batch_1689754852714
 
Swh import (talk | contribs)
SWHID from Software Heritage
 
(6 intermediate revisions by 4 users not shown)
description / endescription / en
 
Dynamic Optimal Shrinkage Portfolio
Property / instance of
 
Property / instance of: R package / rank
 
Normal rank
Property / last update
 
13 September 2021
Timestamp+2021-09-13T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / last update: 13 September 2021 / rank
 
Normal rank
Property / software version identifier
 
0.1.0
Property / software version identifier: 0.1.0 / rank
 
Normal rank
Property / software version identifier: 0.1.0 / qualifier
 
publication date: 13 September 2021
Timestamp+2021-09-13T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / author
 
Property / author: Taras Bodnar / rank
 
Normal rank
Property / author
 
Property / author: Nestor Parolya / rank
 
Normal rank
Property / author
 
Property / author: Erik Thorsén / rank
 
Normal rank
Property / maintained by
 
Property / maintained by: Erik Thorsén / rank
 
Normal rank
Property / copyright license
 
Property / copyright license: GNU General Public License, version 3.0 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio / rank
 
Normal rank
Property / CRAN project
 
Property / CRAN project: DOSPortfolio / rank
 
Normal rank
Property / programmed in
 
Property / programmed in: R / rank
 
Normal rank
Property / depends on software
 
Property / depends on software: R / rank
 
Normal rank
Property / imports
 
Property / imports: Rdpack / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI software profile / rank
 
Normal rank
Property / Software Heritage ID
 
Property / Software Heritage ID: swh:1:snp:a107d087ab49fb347a552a86e3057cabb9709405 / rank
 
Normal rank
Property / Software Heritage ID: swh:1:snp:a107d087ab49fb347a552a86e3057cabb9709405 / qualifier
 
Property / Software Heritage ID: swh:1:snp:a107d087ab49fb347a552a86e3057cabb9709405 / qualifier
 
point in time: 19 August 2023
Timestamp+2023-08-19T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
links / mardi / namelinks / mardi / name
 

Latest revision as of 01:08, 14 March 2024

Dynamic Optimal Shrinkage Portfolio
Language Label Description Also known as
English
DOSPortfolio
Dynamic Optimal Shrinkage Portfolio

    Statements