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Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks

Research article (Review of Financial Studies, 2017) · cited 299× · AI/ML
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Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks

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Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks is a scholarly article[1].

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  1. [1] ↑ . Wikidata. wikidata.org.

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APA 4ort.xyz Knowledge Graph. (2026). Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks. Retrieved May 24, 2026, from https://4ort.xyz/entity/nonlinear-shrinkage-of-the-covariance-matrix-for-portfolio-selection-markowitz-meets-goldilocks
MLA “Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks.” 4ort.xyz Knowledge Graph, 4ort.xyz, 24 May. 2026, https://4ort.xyz/entity/nonlinear-shrinkage-of-the-covariance-matrix-for-portfolio-selection-markowitz-meets-goldilocks.
BibTeX @misc{4ortxyz_nonlinear-shrinkage-of-the-covariance-matrix-for-portfolio-selection-markowitz-meets-goldilocks_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks}}, year = {2026}, url = {https://4ort.xyz/entity/nonlinear-shrinkage-of-the-covariance-matrix-for-portfolio-selection-markowitz-meets-goldilocks}, note = {Accessed: 2026-05-24}}
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