@article{portfoliooptimizationwithsparse,
  title = {Portfolio Optimization with Sparse Multivariate Modelling},
  author = {Pier Francesco Procacci and Tomaso Aste},
  year = {2021},
  eprint = {2103.15232},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2103.15232v1},
}