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Jump to: 2024
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2024

Chen, Yuting orcid logoORCID: 0000-0001-7660-4204 and Potì, Valerio orcid logoORCID: 0000-0003-1156-5616 (2024) Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns. Economics Letters, 235 . p. 111531. ISSN 0165-1765

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