@article{optimalassetallocationforoutperforminga,
  title = {Optimal Asset Allocation For Outperforming A Stochastic Benchmark Target},
  author = {Chendi Ni and Yuying Li and Peter Forsyth and Ray Carroll},
  year = {2020},
  eprint = {2006.15384},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2006.15384v1},
}