@article{optimisingportfoliodiversificationand,
  title = {Optimising portfolio diversification and dimensionality},
  author = {Mathias Barkhagen and Brian Fleming and Sergio Garcia Quiles and Jacek Gondzio and Joerg Kalcsics and Jens Kroeske and Sotirios Sabanis and Arne Staal},
  year = {2019},
  eprint = {1906.00920},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1906.00920v3},
}