@unpublished{publication-9084,
	author={Ledoit, Olivier and Wolf, Michael},
	institution={University of Zurich},
	issn={1664-7041},
	number=137,
	pages=59,
	series={Working paper series / Department of Economics},
	title={Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks},
	year=2017,
}