DOSPortfolio

swMATH41987CRANDOSPortfolioMaRDI QIDQ1352977

Dynamic Optimal Shrinkage Portfolio

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

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

Cites work

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

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