MV Portfolio via Shrinkage of Large CM
收藏Mendeley Data2026-04-09 收录
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https://data.mendeley.com/datasets/vm4wj9mycr
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资源简介：
The "data" folder includes six real datasets (100IN, 100FF, 100OP, 100SP, 200FS, 235NY, 300CP, and 500CP) and three simulated datasets (ST50, ST100, and ST500).
The "code" file provides functions and instructions for reproducing the tables and figures.
