@article{dynamicshrinkageestimationofthehigh,
  title = {Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio},
  author = {Taras Bodnar and Nestor Parolya and Erik Thorsen},
  year = {2021},
  eprint = {2106.02131},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2106.02131v3},
}