Item:Q90174: Difference between revisions

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Item:Q90174
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Q1352979
label / enlabel / en
HDShOP
description / endescription / en
High-Dimensional Shrinkage Optimal Portfolios
Property / instance of
 
Property / instance of: R package / rank
Normal rank
 
Property / programmed in
 
Property / programmed in: R / rank
Normal rank
 
Property / last update
8 November 2022
Timestamp+2022-11-08T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
 
Property / last update: 8 November 2022 / rank
Normal rank
 
Property / software version identifier
0.1.3
 
Property / software version identifier: 0.1.3 / rank
Normal rank
 
Property / software version identifier: 0.1.3 / qualifier
publication date: 8 November 2022
Timestamp+2022-11-08T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
 
Property / author
 
Property / author: Taras Bodnar / rank
Normal rank
 
Property / author
 
Property / author: Solomiia Dmytriv / rank
Normal rank
 
Property / author
 
Property / author: Yarema Okhrin / rank
Normal rank
 
Property / author
 
Property / author: Dmitry Otryakhin / rank
Normal rank
 
Property / author
 
Property / author: Nestor Parolya / rank
Normal rank
 
Property / maintained by
 
Property / maintained by: Dmitry Otryakhin / rank
Normal rank
 
Property / copyright license
 
Property / copyright license: GNU General Public License, version 3.0 / rank
Normal rank
 
Property / depends on software
 
Property / depends on software: R / rank
Normal rank
 
Property / depends on software: R / qualifier
 
Property / imports
 
Property / imports: Rdpack / rank
Normal rank
 
Property / cites work
 
Property / cites work: Estimation of the global minimum variance portfolio in high dimensions / rank
Normal rank
 
Property / cites work
 
Property / cites work: Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting / rank
Normal rank
 
Property / cites work
 
Property / cites work: Statistical Inference for the Expected Utility Portfolio in High Dimensions / rank
Normal rank
 
Property / cites work
 
Property / cites work: Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty / rank
Normal rank
 
Property / CRAN project
 
Property / CRAN project: HDShOP / rank
Normal rank
 
Property / Software Heritage ID
 
Property / Software Heritage ID: swh:1:snp:35b2e2addac081d2b020e14e18e5e818051123b8 / rank
Normal rank
 
Property / Software Heritage ID: swh:1:snp:35b2e2addac081d2b020e14e18e5e818051123b8 / qualifier
 
Property / Software Heritage ID: swh:1:snp:35b2e2addac081d2b020e14e18e5e818051123b8 / qualifier
point in time: +2023-10-15T11:42:08Z
Timestamp+2023-10-15T11:42:08Z
Timezone+00:00
CalendarGregorian
Precision1 second
Before0
After0
 

Latest revision as of 11:07, 25 October 2023

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