@article{mindthecapconstrainedportfolio,
  title = {Mind the Cap! -- Constrained Portfolio Optimisation in Heston's Stochastic Volatility Model},
  author = {Marcos Escobar-Anel and Michel Kschonnek and Rudi Zagst},
  year = {2023},
  eprint = {2306.11158},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2306.11158v1},
}