APA (7th ed.) Citation

Yadav, R., Sharma, A., & Mehra, A. (2026). Shrinkage Estimators for Mean and Covariance: Evidence on Portfolio Efficiency Across Market Dimensions.

Chicago Style (17th ed.) Citation

Yadav, Rupendra, Amita Sharma, and Aparna Mehra. Shrinkage Estimators for Mean and Covariance: Evidence on Portfolio Efficiency Across Market Dimensions. 2026.

MLA (9th ed.) Citation

Yadav, Rupendra, et al. Shrinkage Estimators for Mean and Covariance: Evidence on Portfolio Efficiency Across Market Dimensions. 2026.