@article{crossvalidatedcovarianceestimatorsfor,
  title = {Cross-validated covariance estimators for high-dimensional minimum-variance portfolios},
  author = {Sven Husmann and Antoniya Shivarova and Rick Steinert},
  year = {2019},
  eprint = {1910.13960},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1910.13960v5},
}