@article{meanvariancedynamicportfolioallocation,
  title = {Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach},
  author = {Areski Cousin and Jérôme Lelong and Tom Picard},
  year = {2023},
  eprint = {2305.16152},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2305.16152v2},
}