The original online publication of 10.1093/rfs/hhx052, “Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks,” by Olivier Ledoit and Michael Wolf, did not include the online appendix as a supplementary ﬁle. The following line has been added to the published paper: “Authors have furnished an Internet Appendix, which is available on the Oxford University Press Web site next to the link to the ﬁnal published paper online.” The supplementary ﬁle is now posted on the OUP web site with the published paper. © The Author(s) 2018. Published by Oxford University Press on behalf of The Society for Financial Studies. All rights reserved. For Permissions, please e-mail: firstname.lastname@example.org. doi:10.1093/rfs/hhy016 Advance Access publication February 20, 2018 Downloaded from https://academic.oup.com/rfs/article-abstract/31/4/1604/4881756 by Ed 'DeepDyve' Gillespie user on 22 March 2018 [18:29 23/2/2018 RFS-hhy016.tex] Page: 1 1
The Review of Financial Studies – Oxford University Press
Published: Apr 1, 2018
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