To cite package ‘DOSPortfolio’ in publications use:

Bodnar T, Parolya N, Thorsén E (2021). DOSPortfolio: Dynamic Optimal Shrinkage Portfolio. R package version 0.1.0, https://github.com/statistics-in-portfolio-theory/dosportfolio.

Corresponding BibTeX entry:

  @Manual{,
    title = {DOSPortfolio: Dynamic Optimal Shrinkage Portfolio},
    author = {Taras Bodnar and Nestor Parolya and Erik Thorsén},
    year = {2021},
    note = {R package version 0.1.0},
    url =
      {https://github.com/statistics-in-portfolio-theory/dosportfolio},
  }