@article{precisionversusshrinkageacomparative,
  title = {Precision versus Shrinkage: A Comparative Analysis of Covariance Estimation Methods for Portfolio Allocation},
  author = {Sumanjay Dutta and Shashi Jain},
  year = {2023},
  eprint = {2305.11298},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2305.11298v1},
}