@article{anoteonportfoliooptimizationwith,
  title = {A Note on Portfolio Optimization with Quadratic Transaction Costs},
  author = {Pierre Chen and Edmond Lezmi and Thierry Roncalli and Jiali Xu},
  year = {2020},
  eprint = {2001.01612},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2001.01612v1},
}