@phdthesis{publication-21302,
	author={De Nard, Gianluca},
	editor={Leippold, Markus and Wolf, Michael and Paolella, Marc S},
	faculty={Faculty of Business, Economics and Informatics},
	institution={University of Zurich},
	pages=264,
	title={Asset return prediction and covariance matrix estimation for portfolio selection in large dimensions},
	year=2021,
}