Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
Discussion
View history
Purge
English
Log in
DOSPortfolio
(Q1352977)
From MaRDI portal
Jump to:
navigation
,
search
Dynamic Optimal Shrinkage Portfolio
Language
Label
Description
Also known as
English
DOSPortfolio
Dynamic Optimal Shrinkage Portfolio
Statements
swMATH work ID
41987
0 references
source code repository
https://github.com/cran/DOSPortfolio
0 references
instance of
R package
0 references
last update
13 September 2021
0 references
software version identifier
0.1.0
publication date
13 September 2021
0 references
author
Taras Bodnar
0 references
Nestor Parolya
0 references
Erik Thorsén
0 references
maintained by
Erik Thorsén
0 references
copyright license
GNU General Public License, version 3.0
0 references
cites work
Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio
0 references
CRAN project
DOSPortfolio
0 references
programmed in
R
0 references
depends on software
R
0 references
imports
Rdpack
0 references
MaRDI profile type
MaRDI software profile
0 references
Software Heritage ID
swh:1:snp:a107d087ab49fb347a552a86e3057cabb9709405
source code repository
https://github.com/cran/DOSPortfolio
point in time
19 August 2023
0 references
Sitelinks
Mathematics
(1 entry)
mardi
Software:1352977
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
Concept URI