@article{sparseportfolioselectionviathesorted,
  title = {Sparse Portfolio Selection via the sorted $\ell_{1}$-Norm},
  author = {Philipp J. Kremer and Sangkyun Lee and Malgorzata Bogdan and Sandra Paterlini},
  year = {2017},
  eprint = {1710.02435},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1710.02435v1},
}