| Name : R-DOSPortfolio
| |
| Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.12
| Date : 2024-06-14 11:24:23
|
| Group : Development/Libraries/Other
| Source RPM : R-DOSPortfolio-0.1.0-lp153.1.12.src.rpm
|
| Size : 0.09 MB
| |
| Packager : (none)
| |
| Summary : Dynamic Optimal Shrinkage Portfolio
|
Description :
Constructs dynamic optimal shrinkage estimators for the weights of the
global minimum variance portfolio which are reconstructed at given
reallocation points as derived in Bodnar, Parolya, and Thorsén (2021)
(< arXiv:2106.02131>). Two dynamic shrinkage estimators are available in
this package. One using overlapping samples while the other use
nonoverlapping samples.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
