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},
  }