Lillrank E, Yang Y (2025). TVMVP: An R Package for Time-Varying Minimum-Variance Portfolio Optimisation. R package version 1.0.3, https://CRAN.R-project.org/package=TVMVP.

Corresponding BibTeX entry:

  @Manual{,
    title = {TVMVP: An R Package for Time-Varying Minimum-Variance
      Portfolio Optimisation},
    author = {Erik Lillrank and Yukai Yang},
    year = {2025},
    note = {R package version 1.0.3},
    url = {https://CRAN.R-project.org/package=TVMVP},
  }