HDShOP (Q1352979): Difference between revisions

Newer edit →

@@ description / en / description / en @@
+High-Dimensional Shrinkage Optimal Portfolios
@@ Property / instance of @@
+R package
@@ Property / instance of: R package / rank @@
+Normal rank
@@ Property / programmed in @@
+R
@@ Property / programmed in: R / rank @@
+Normal rank
@@ Property / last update @@
+November 2022Timestamp +2022-11-08T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2022-11-08T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
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@@ Property / last update: 8 November 2022 / rank @@
+Normal rank
@@ Property / software version identifier @@
+.1.3
@@ Property / software version identifier: 0.1.3 / rank @@
+Normal rank
@@ Property / software version identifier: 0.1.3 / qualifier @@
+publication date: 8 November 2022Timestamp +2022-11-08T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2022-11-08T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
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@@ Property / author @@
+Taras Bodnar
@@ Property / author: Taras Bodnar / rank @@
+Normal rank
@@ Property / author @@
+Solomiia Dmytriv
@@ Property / author: Solomiia Dmytriv / rank @@
+Normal rank
@@ Property / author @@
+Yarema Okhrin
@@ Property / author: Yarema Okhrin / rank @@
+Normal rank
@@ Property / author @@
+Dmitry Otryakhin
@@ Property / author: Dmitry Otryakhin / rank @@
+Normal rank
@@ Property / author @@
+Nestor Parolya
@@ Property / author: Nestor Parolya / rank @@
+Normal rank
@@ Property / maintained by @@
+Dmitry Otryakhin
@@ Property / maintained by: Dmitry Otryakhin / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 3.0
@@ Property / copyright license: GNU General Public License, version 3.0 / rank @@
+Normal rank
@@ Property / depends on software @@
+R
@@ Property / depends on software: R / rank @@
+Normal rank
@@ Property / depends on software: R / qualifier @@
+software version identifier: ≥ 3.5.0
@@ Property / imports @@
+Rdpack
@@ Property / imports: Rdpack / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of the global minimum variance portfolio in high dimensions
+Normal rank
@@ Property / cites work @@
+Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting
+Normal rank
@@ Property / cites work @@
+Statistical Inference for the Expected Utility Portfolio in High Dimensions
+Normal rank
@@ Property / cites work @@
+Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty
+Normal rank
@@ Property / CRAN project @@
+HDShOP
@@ Property / CRAN project: HDShOP / rank @@
+Normal rank
@@ Property / Software Heritage ID @@
+swh:1:snp:35b2e2addac081d2b020e14e18e5e818051123b8
+Normal rank
+source code repository: https://github.com/cran/HDShOP
+point in time: +2023-10-15T11:42:08ZTimestamp +2023-10-15T11:42:08Z
Timezone +00:00
Calendar Gregorian
Precision 1 second
Before 0
After 0
-Timestamp
++2023-10-15T11:42:08Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+second
 Before
 After