@article{shocksadaptiverobustminimumvariance,
  title = {Shocks-adaptive Robust Minimum Variance Portfolio for a Large Universe of Assets},
  author = {Qingliang Fan and Ruike Wu and Yanrong Yang},
  year = {2024},
  eprint = {2410.01826},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2410.01826v1},
}