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Multi Anchor Point Shrinkage for the Sample Covariance Matrix (Extended Version). (arXiv:2109.00148v1 [q-fin.CP]) http://arxiv.org/abs/2109.00148
Multi Anchor Point Shrinkage for the Sample Covariance Matrix (Extended Version). (arXiv:2109.00148v1 [q-fin.CP]) http://arxiv.org/abs/2109.00148