@article{meanvariancehybridportfoliooptimization,
  title = {Mean-variance hybrid portfolio optimization with quantile-based risk measure},
  author = {WeiPing Wu and Yu Lin and Jianjun Gao and Ke Zhou},
  year = {2023},
  eprint = {2303.15830},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2303.15830v2},
}