@article{variableselectionforminimumvarianceportf,
  title = {Variable selection for minimum-variance portfolios},
  author = {Guilherme V. Moura and André P. Santos and Hudson S. Torrent},
  year = {2025},
  eprint = {2508.14986},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2508.14986},
}