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 APA Style APA-ALL Style AAA 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). To shrink or not to shrink?. In Business Economics.http://hdl.handle.net/2105/73349

Publication