@article{publication-18973,
	author={De Nard, Gianluca and Ledoit, Olivier and Wolf, Michael},
	doi={10.1093/jjfinec/nby033},
	issn={1479-8409},
	journal={Journal of Financial Econometrics},
	number=2,
	pages={236-257},
	publisher={Oxford University Press},
	title={Factor models for portfolio selection in large dimensions: the good, the better and the ugly},
	volume=19,
	year=2021,
}