Replication Data for: Bias–Variance Propagation from Precision Matrix Estimation to Minimum-Variance Portfolios

This Dataset contains R scripts and R objects (.RData) to reproduce the simulation study reported in the paper. The dataset includes: (i) code to generate synthetic data under the considered generating processes; (ii) estimation routines; and (iii) results saved as .RData to allow rebuilding paper outputs without rerunning computationally expensive steps.