@article{portfoliooptimizationconstrainedby,
  title = {Portfolio Optimization Constrained by Performance Attribution},
  author = {Yuan Hu and W. Brent Lindquist},
  year = {2021},
  eprint = {2103.04432},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2103.04432v1},
}