@article{BODNAR21dynshrink,
  title={Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio},
  author={Taras Bodnar and Nestor Parolya and Erik Thors\'{e}n},
  journal={arXiv preprint arXiv:2106.02131},
  year={2021},
  url = {https://arxiv.org/abs/2106.02131}
}
