To cite package ‘TVMVP’ in publications use:

  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>.

A BibTeX entry for LaTeX users is

  @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},
  }