Multiple Anchor Point Shrinkage for the Sample Covariance Matrix. - Hubeyb Gurdogan; Alec N. Kercheval (SIAM J. Financial Math., 2022)

Portfolio selection revisited. - Alexander D. Shkolnik; Alec N. Kercheval; Hubeyb Gurdogan; Lisa R. Goldberg; Haim Bar 001 (Ann. Oper. Res., 2025)