@unpublished{publication-18371,
	author={Zhao, Zhao and Ledoit, Olivier and Jiang, Hui},
	institution={University of Zurich},
	issn={1664-705X},
	number=328,
	pages=33,
	series={Working paper series / Department of Economics},
	title={Risk reduction and efficiency increase in large portfolios: leverage and shrinkage},
	year=2020,
}