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DOSPortfolio - MaRDI portal

DOSPortfolio (Q1352977)

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

    Statements

    instance of
    R package
    0 references
    last update
    13 September 2021
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    software version identifier
    0.1.0
    publication date
    13 September 2021
    0 references
    author
    Taras Bodnar
    0 references
    Nestor Parolya
    0 references
    Erik Thorsén
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    programmed in
    R
    0 references
    depends on software
    R
    0 references
    imports
    Rdpack
    0 references

    Identifiers

    swMATH work ID
    41987
    0 references
    CRAN project
    DOSPortfolio
    0 references
     
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