@article{optimalportfoliousingfactorgraphical,
  title = {Optimal Portfolio Using Factor Graphical Lasso},
  author = {Tae-Hwy Lee and Ekaterina Seregina},
  year = {2020},
  eprint = {2011.00435},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2011.00435v5},
}