@unpublished{publication-6296,
	author={Ledoit, Olivier and Wolf, Michael},
	institution={University of Zurich},
	issn={1424-0459},
	number={No. 515},
	pages=16,
	series={Working paper series / Institute for Empirical Research in Economics},
	title={Nonlinear Shrinkage Estimation of Large-Dimensional Covariance Matrices},
	year=2011,
}