HDShOP (Q1352979): 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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High-Dimensional Shrinkage Optimal Portfolios | |||||||||||||||
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8 November 2022
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Property / last update: 8 November 2022 / rank | |||||||||||||||
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0.1.3 | |||||||||||||||
Property / software version identifier: 0.1.3 / rank | |||||||||||||||
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Property / software version identifier: 0.1.3 / qualifier | |||||||||||||||
publication date: 8 November 2022
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Property / author: Taras Bodnar / rank | |||||||||||||||
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Property / author: Solomiia Dmytriv / rank | |||||||||||||||
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Property / author: Yarema Okhrin / rank | |||||||||||||||
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Property / author: Dmitry Otryakhin / rank | |||||||||||||||
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Property / author: Nestor Parolya / rank | |||||||||||||||
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Property / maintained by: Dmitry Otryakhin / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
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Property / cites work: Estimation of the global minimum variance portfolio in high dimensions / rank | |||||||||||||||
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Property / cites work: Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting / rank | |||||||||||||||
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Property / cites work: Statistical Inference for the Expected Utility Portfolio in High Dimensions / rank | |||||||||||||||
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Property / cites work: Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty / rank | |||||||||||||||
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Property / CRAN project: HDShOP / rank | |||||||||||||||
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Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:35b2e2addac081d2b020e14e18e5e818051123b8 / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:35b2e2addac081d2b020e14e18e5e818051123b8 / qualifier | |||||||||||||||
Property / Software Heritage ID: swh:1:snp:35b2e2addac081d2b020e14e18e5e818051123b8 / qualifier | |||||||||||||||
point in time: 15 October 2023
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links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 01:08, 14 March 2024
High-Dimensional Shrinkage Optimal Portfolios
Language | Label | Description | Also known as |
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English | HDShOP |
High-Dimensional Shrinkage Optimal Portfolios |
Statements
8 November 2022
0 references
0 references