To cite package ‘HierPortfolios’ in publications use:

Trucios C, Moon Jun Kwon (2025). HierPortfolios: Hierarchical Risk Clustering Portfolio Allocation Strategies. R package version 1.0.2, https://github.com/ctruciosm/hierportfolios.

Corresponding BibTeX entry:

  @Manual{,
    title = {HierPortfolios: Hierarchical Risk Clustering Portfolio
      Allocation Strategies},
    author = {Carlos Trucios and {Moon Jun Kwon}},
    year = {2025},
    note = {R package version 1.0.2},
    url = {https://github.com/ctruciosm/hierportfolios},
  }