Shrinkage Estimators for Mean and Covariance: Evidence on Portfolio Efficiency Across Market Dimensions

Fuente: arXiv

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Bibliographic Details
Main Authors:	Yadav, Rupendra, Sharma, Amita, Mehra, Aparna
Format:	Preprint
Published:	2026
Subjects:	Portfolio Management Applications
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2601.20643