To cite the 'MarkowitzR' package in publications use:

Pav SE (2023). MarkowitzR: Statistical Significance of the Markowitz Portfolio. R package version 1.0.3, https://github.com/shabbychef/MarkowitzR.

Corresponding BibTeX entry:

  @Manual{MarkowitzR-Manual,
    title = {{MarkowitzR}: Statistical Significance of the {M}arkowitz
      Portfolio},
    author = {Steven E. Pav},
    year = {2023},
    note = {R package version 1.0.3},
    url = {https://github.com/shabbychef/MarkowitzR},
  }