DOSPortfolio

MaRDI QIDQ1352977swMATHCRANFDO

Authors Erik Thorsén, Taras Bodnar, Nestor Parolya

Last update 13 September 2021

Copyright license GNU General Public License, version 3.0

Software version identifier 0.1.0

Official website https://cran.r-project.org/web/packages/DOSPortfolio/index.html

Source code repository https://github.com/cran/DOSPortfolio

Cites work

• Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio

Cited in

(2)

• HDShOP
• Recent advances in shrinkage-based high-dimensional inference

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