DOSPortfolio (Q1352977): Difference between revisions
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Created a new Item: #quickstatements; #temporary_batch_1689754852714 |
Swh import (talk | contribs) SWHID from Software Heritage |
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description / en | description / en | ||||||||||||||
Dynamic Optimal Shrinkage Portfolio | |||||||||||||||
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Property / instance of: R package / rank | |||||||||||||||
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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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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 / MaRDI profile type: MaRDI software profile / 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: 19 August 2023
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links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 01:08, 14 March 2024
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