R Package Scholar
16,981

HDShOP: High-Dimensional Shrinkage Optimal Portfolios

Taras Bodnar  Solomiia Dmytriv  Yarema Okhrin  Dmitry Otryakhin  Nestor Parolya   View description and downloadsView dependenciesGitHub project

2021 Published
0.1.5 Version
0 Citations
5 Authors
Referenced by ⇅ Year
DOSPortfolio: Dynamic Optimal Shrinkage Portfolio (Version 0.1.0)

2021

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