@article{acholeskydecompositionbasedasset,
  title = {A Cholesky decomposition-based asset selection heuristic for sparse tangent portfolio optimization},
  author = {Hyunglip Bae and Haeun Jeon and Minsu Park and YongJae lee and Woo Chang Kim},
  year = {2025},
  eprint = {2502.11701},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2502.11701v1},
}