@unpublished{publication-16433,
	author={De Nard, Gianluca and Ledoit, Olivier and Wolf, Michael},
	institution={University of Zurich},
	issn={1664-7041},
	number=290,
	pages=27,
	series={Working paper series / Department of Economics},
	title={Factor models for portfolio selection in large dimensions: the good, the better and the ugly},
	year=2018,
}