Dynamic Optimal Shrinkage Portfolio R package DOSPortfolio version 0.1.0 CRAN Task View: Finance (https://CRAN.R-project.org/view=Finance) Constructs dynamic optimal shrinkage estimators for the weights of the global minimum variance portfolio which are reconstructed at given reallocation points as derived in Bodnar, Parolya, and Thorsén (2021) (<arXiv:2106.02131>). Two dynamic shrinkage estimators are available in this package. One using overlapping samples while the other use nonoverlapping samples. Software Depends: R (>= 3.5.0) Imports: Rdpack (>= 0.7) Suggests: knitr, rmarkdown, testthat (>= 3.0.0), HDShOP Erik Thorsén <erik.thorsen@math.su.se> Comprehensive R Archive Network (CRAN) Taras Bodnar [aut] (ORCID: <https://orcid.org/0000-0001-7855-8221>), Nestor Parolya [aut] (ORCID: <https://orcid.org/0000-0003-2147-2288>), Erik Thorsén [aut, cre] (ORCID: <https://orcid.org/0000-0001-5992-1216>) GPL-3 2021-09-13 application/tgz https://CRAN.R-project.org/package=DOSPortfolio doi:10.32614/CRAN.package.DOSPortfolio