TY  - JOUR
TI  - Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
AU  - Olivier Ledoit
AU  - Michael Wolf
JO  - Journal of Empirical Finance
PY  - 2003
VL  - 10
IS  - 5
DO  - 10.1016/s0927-5398(03)00007-0
UR  - https://doi.org/10.1016/s0927-5398(03)00007-0
ER  -