@article{theoracleestimatorissuboptimalforglobal,
  title = {Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimisation},
  author = {Christian Bongiorno and Damien Challet},
  year = {2021},
  eprint = {2112.07521},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2112.07521v2},
}