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James-Stein estimator for superior estimates of returns in m.v. portfolio optimization

I am currently learning about statistical techniques to enhance the estimation of input parameters in a m.v. optimization. Specifically I have some doubts about the James-Stein estimator applied as an ...
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Critical Appraisal of Approaches countering Parameter Uncertainty in Portfolio Optimization

It is very hard to come up with legit and solid advantages and drawbacks of the various approaches wich are trying to counteract parameter uncertainty in portfolio optimization procedures. In my ...