%0 Journal Article %1 noauthororeditor %A Golosnoy, Vasyl %A Okhrin, Yarema %D 2007 %J European Journal of Finance %K markowitz portfolio quantfinance %N 5 %P 441-458 %R 10.1080/13518470601137592 %T Multivariate Shrinkage for Optimal Portfolio Weights %U https://doi.org/10.1080/13518470601137592 %V 13

@article{noauthororeditor, added-at = {2018-09-09T07:55:59.000+0200}, author = {Golosnoy, Vasyl and Okhrin, Yarema}, biburl = {https://www.bibsonomy.org/bibtex/2e6aaf25008391462a7a2b84d63b7fca3/shabbychef}, description = {Multivariate Shrinkage for Optimal Portfolio Weights: The European Journal of Finance: Vol 13, No 5}, doi = {10.1080/13518470601137592}, interhash = {903f4c42febc0a5e1501a5e151c90d64}, intrahash = {e6aaf25008391462a7a2b84d63b7fca3}, journal = {European Journal of Finance}, keywords = {markowitz portfolio quantfinance}, number = 5, pages = {441-458}, timestamp = {2018-09-09T07:55:59.000+0200}, title = {Multivariate Shrinkage for Optimal Portfolio Weights}, url = {https://doi.org/10.1080/13518470601137592}, volume = 13, year = 2007 }