DOSPortfolio (Q1352977)

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Dynamic Optimal Shrinkage Portfolio
Language Label Description Also known as
English
DOSPortfolio
Dynamic Optimal Shrinkage Portfolio

    Statements

    swMATH work ID
    41987
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    instance of
    R package
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    last update
    13 September 2021
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    software version identifier
    0.1.0
    publication date
    13 September 2021
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    author
    Taras Bodnar
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    Nestor Parolya
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    Erik Thorsén
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    CRAN project
    DOSPortfolio
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    programmed in
    R
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    depends on software
    R
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    imports
    Rdpack
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