DOSPortfolio (Q1352977): Difference between revisions
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EloiFerrer (talk | contribs) Merged Item from Q121692 |
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Dynamic Optimal Shrinkage Portfolio | |||||||||||||||
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13 September 2021
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Property / last update: 13 September 2021 / rank | |||||||||||||||
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0.1.0 | |||||||||||||||
Property / software version identifier: 0.1.0 / rank | |||||||||||||||
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Property / software version identifier: 0.1.0 / qualifier | |||||||||||||||
publication date: 13 September 2021
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Property / author: Taras Bodnar / rank | |||||||||||||||
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Property / author: Nestor Parolya / rank | |||||||||||||||
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Property / author: Erik Thorsén / rank | |||||||||||||||
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Property / maintained by: Erik Thorsén / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
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software version identifier: ≥ 3.5.0 | |||||||||||||||
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Property / imports: Rdpack / rank | |||||||||||||||
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software version identifier: ≥ 0.7 | |||||||||||||||
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Property / cites work: Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio / rank | |||||||||||||||
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Property / CRAN project: DOSPortfolio / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:a107d087ab49fb347a552a86e3057cabb9709405 / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:a107d087ab49fb347a552a86e3057cabb9709405 / qualifier | |||||||||||||||
Property / Software Heritage ID: swh:1:snp:a107d087ab49fb347a552a86e3057cabb9709405 / qualifier | |||||||||||||||
point in time: +2023-08-19T23:25:20Z
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Revision as of 12:19, 25 October 2023
Dynamic Optimal Shrinkage Portfolio
Language | Label | Description | Also known as |
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English | DOSPortfolio |
Dynamic Optimal Shrinkage Portfolio |
Statements
13 September 2021
0 references
+2023-08-19T23:25:20Z
0 references