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Results for Shrinkage intensity

Publications & Outputs

  1. Size matters: optimal calibration of shrinkage estimators for portfolio selection

    DeMiguel, V., Martin Utrera, A. & Nogales, F. J., 08/2013, In: Journal of Banking and Finance. 37, 8, p. 3018-3034 17 p.

    Research output: Contribution to journalJournal articlepeer-review