@article{econhot_econhot-cited-1094c43588056a3d,
  title = {Improved estimation of the covariance matrix of stock returns with an application to portfolio selection},
  author = {Olivier Ledoit and Michael Wolf},
  journal = {Journal of Empirical Finance},
  year = {2003},
  volume = {10},
  number = {5},
  pages = {603-621},
  doi = {10.1016/s0927-5398(03)00007-0},
  url = {https://doi.org/10.1016/s0927-5398(03)00007-0}
}