@article{portfoliooptimisationwithinawasserstein,
  title = {Portfolio Optimisation within a Wasserstein Ball},
  author = {Silvana Pesenti and Sebastian Jaimungal},
  year = {2020},
  eprint = {2012.04500},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2012.04500v3},
}