To cite package ‘HDShOP’ in publications use:

  Bodnar T, Dmytriv S, Okhrin Y, Otryakhin D, Parolya N (2024).
  _HDShOP: High-Dimensional Shrinkage Optimal Portfolios_. R package
  version 0.1.5,
  <https://github.com/otryakhin-dmitry/global-minimum-variance-portfolio>.

A BibTeX entry for LaTeX users is

  @Manual{,
    title = {HDShOP: High-Dimensional Shrinkage Optimal Portfolios},
    author = {Taras Bodnar and Solomiia Dmytriv and Yarema Okhrin and Dmitry Otryakhin and Nestor Parolya},
    year = {2024},
    note = {R package version 0.1.5},
    url = {https://github.com/otryakhin-dmitry/global-minimum-variance-portfolio},
  }