Media type: E-Article Title: Optimal shrinkage-based portfolio selection in high dimensions Contributor: Bodnar, Taras [Author]; Okhrin, Yarema [Author]; Parolya, Nestor [Author] Published: 2023 Published in: Journal of business & economic statistics ; 41(2023), 1, Seite 140-156 Language: English DOI: 10.1080/07350015.2021.2004897 Identifier: Keywords: Covariance matrix estimation ; Expected utility portfolio ; Large-dimensional asymptotics ; Random matrix theory ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access