@article{ascalablegradientbasedoptimization,
  title = {A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection},
  author = {Sarat Moka and Matias Quiroz and Vali Asimit and Samuel Muller},
  year = {2025},
  eprint = {2505.10099},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2505.10099v1},
}