1. High-dimensional Markowitz portfolio optimization problem: empirical comparison of covariance matrix estimators. Issue 7 (3rd May 2019) Authors: Choi, Young-Geun; Lim, Johan; Choi, Sujung Journal: Journal of statistical computation and simulation Issue: Volume 89:Issue 7(2019) Page Start: 1278 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗