Shrinkage Estimator for Portfolios
Study proposes shrinkage estimator for portfolio selection, outperforming traditional methods.
Featured in No. 1 on 24 May 2023 ·
- Released
- 5 Jul 2022
- First featured
- No. 1 · 24 May 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 25
- Identifier
- RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:249-:d:829749
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