DOSPortfolio

MaRDI QIDQ1352977swMATHCRANFDO

Authors Taras Bodnar, Nestor Parolya, Erik Thorsén

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)

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

This page was built for software: DOSPortfolio