@article{covariancematrixfilteringandportfolio,
  title = {Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLS},
  author = {Christian Bongiorno and Damien Challet},
  year = {2023},
  eprint = {2309.17219},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2309.17219v1},
}