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If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
To cite HDShOP in publications, please use
Bodnar T, Dmytriv S, Okhrin Y, Otryakhin D, Parolya N (2025). “High-Dimensional portfolio selection with HDShOP package.” The European Journal of Finance, 0(0), 1–23. https://doi.org/10.1080/1351847X.2025.2501637.
Corresponding BibTeX entry:
@Article{,
author = {Taras Bodnar and Solomiia Dmytriv and Yarema Okhrin and
Dmitry Otryakhin and Nestor Parolya},
title = {High-Dimensional portfolio selection with HDShOP package},
journal = {The European Journal of Finance},
year = {2025},
volume = {0},
number = {0},
pages = {1--23},
url = {https://doi.org/10.1080/1351847X.2025.2501637},
}
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.