@unpublished{publication-22983,
	author={De Nard, Gianluca and Zhao, Zhao},
	institution={University of Zurich},
	issn={1556-5068},
	number=3914867,
	pages=30,
	series={SSRN},
	title={Using, Taming or Avoiding the Factor Zoo? A Double-Shrinkage Estimator for Covariance Matrices},
	year=2023,
}