@article{publication-19516,
	author={De Nard, Gianluca},
	doi={10.1093/jjfinec/nbaa020},
	issn={1479-8409},
	journal={Journal of Financial Econometrics},
	number=4,
	pages={569-611},
	publisher={Oxford University Press},
	title={Oops! I Shrunk the Sample Covariance Matrix Again: Blockbuster Meets Shrinkage},
	volume=20,
	year=2022,
}