@article{portfoliooptimizationwithallocation,
  title = {Portfolio Optimization with Allocation Constraints and Stochastic Factor Market Dynamics},
  author = {Marcos Escobar-Anel and Michel Kschonnek and Rudi Zagst},
  year = {2023},
  eprint = {2303.09835},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2303.09835v1},
}