Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks

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Publication:5978357

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DOI10.2139/ssrn.2383361MaRDI QIDQ5978357

Michael Wolf, Olivier Ledoit

Publication date: 2014

Published in: SSRN Electronic Journal (Search for Journal in Brave)

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