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 Journal/Magazine › Journal article › peer-review