MV Portfolio via Shrinkage of Large CM

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."data"文件夹包含6个真实数据集（100IN、100FF、100OP、100SP、200FS、235NY、300CP与500CP）以及3个模拟数据集（ST50、ST100与ST500）。 "code"文件提供了用于复现表格与图形的函数及操作说明。