@article{optimalshrinkagebasedportfolioselection,
  title = {Optimal shrinkage-based portfolio selection in high dimensions},
  author = {Taras Bodnar and Yarema Okhrin and Nestor Parolya},
  year = {2016},
  eprint = {1611.01958},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1611.01958v5},
}