---
title: Shrinkage Estimator for Portfolios
url: https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-15-y-2022-i-6-p-249-d-829749/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:249-:d:829749
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F15%2F6%2F249%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A15%3Ay%3A2022%3Ai%3A6%3Ap%3A249-%3Ad%3A829749
featured: 2023-05-24
citations: unknown
topic: Portfolio & Allocation
---


# Shrinkage Estimator for Portfolios

Study proposes shrinkage estimator for portfolio selection, outperforming traditional methods.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F15%2F6%2F249%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A15%3Ay%3A2022%3Ai%3A6%3Ap%3A249-%3Ad%3A829749
- Identifier: RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:249-:d:829749
- Released: 2022-07-05
- First featured: Quant Letter No. 1 (2023-05-24): https://www.ml-quant.com/issues/2023-05-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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