Package: DOSPortfolio
Title: Dynamic Optimal Shrinkage Portfolio
Version: 0.1.0
Authors@R: 
    c(person(given = "Taras", 
             family = "Bodnar", 
             role = "aut",
             comment = c(ORCID = "0000-0001-7855-8221")),
      person(given = "Nestor", 
             family = "Parolya", 
             role = "aut",
             comment = c(ORCID = "0000-0003-2147-2288")),
      person(given = "Erik",
           family = "Thorsén",
           role = c("aut", "cre"),
           email = "erik.thorsen@math.su.se",
           comment = c(ORCID = "0000-0001-5992-1216")))
Maintainer: Erik Thorsén <erik.thorsen@math.su.se>
Author: Taras Bodnar [aut] (<https://orcid.org/0000-0001-7855-8221>),
  Nestor Parolya [aut] (<https://orcid.org/0000-0003-2147-2288>),
  Erik Thorsén [aut, cre] (<https://orcid.org/0000-0001-5992-1216>)
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.
License: GPL-3
URL: https://github.com/Statistics-In-Portfolio-Theory/DOSportfolio
Encoding: UTF-8
RdMacros: Rdpack
RoxygenNote: 7.1.1
Depends: R (>= 3.5.0)
Suggests: knitr, rmarkdown, testthat (>= 3.0.0), HDShOP
Config/testthat/edition: 3
Imports: Rdpack (>= 0.7)
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2021-09-09 08:27:08 UTC; ethor
Repository: CRAN
Date/Publication: 2021-09-13 07:30:08 UTC
Built: R 4.3.3; ; 2025-01-24 15:33:46 UTC; unix
