To shrink or not to shrink?

Additional Metadata
Keywords	covariance matrix; estimation error; portfolio performance; mean-variance; Black-Litterman
Thesis Advisor	Cocco, G
Persistent URL	hdl.handle.net/2105/73349
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Lafraia Brant, C. (2024, September 17). To shrink or not to shrink?. Business Economics. Retrieved from http://hdl.handle.net/2105/73349

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