@article{JMLR:v25:22-1337,
  author  = {Taras Bodnar and Nestor Parolya and Erik Thorsen},
  title   = {Two is Better Than One: Regularized Shrinkage of Large Minimum Variance Portfolios},
  journal = {Journal of Machine Learning Research},
  year    = {2024},
  volume  = {25},
  number  = {173},
  pages   = {1--32},
  url     = {http://jmlr.org/papers/v25/22-1337.html}
}