@ARTICLE{BarHatHesMueLem11,
    author = {Bartz, Daniel and Hatrick, Kerr and Hesse, Christian and M\"uller, Klaus-Robert and Lemm, Steven},
    title = "Directional Variance Adjustment: a novel covariance estimator for high dimensional portfolio optimization",
    year = "2011",
    journal = "arXiv",
    eprints = "1109.3069"
}