@article{nearoptimaldynamicassetallocationin,
  title = {Near-Optimal Dynamic Asset Allocation in Financial Markets with Trading Constraints},
  author = {Thijs Kamma and Antoon Pelsser},
  year = {2019},
  eprint = {1906.12317},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1906.12317v3},
}