@article{highdimensionalportfoliooptimizationusin,
  title = {High-dimensional Portfolio Optimization using Joint Shrinkage},
  author = {Anik Burman and Sayantan Banerjee},
  year = {2021},
  eprint = {2109.13633},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2109.13633v1},
}