Cita APA (7a ed.)

Yang, L., Zhao, S., & Chai, S. (2026). Neural Nonlinear Shrinkage of Covariance Matrices for Minimum Variance Portfolio Optimization.

Cita Chicago Style (17a ed.)

Yang, Liusha, Siqi Zhao, y Shuqi Chai. Neural Nonlinear Shrinkage of Covariance Matrices for Minimum Variance Portfolio Optimization. 2026.

Cita MLA (9a ed.)

Yang, Liusha, et al. Neural Nonlinear Shrinkage of Covariance Matrices for Minimum Variance Portfolio Optimization. 2026.