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@article{TUW-289274,
    author = {Rosadi, Dedi and Setiawan, Ezra Putranda and Templ, Matthias and Filzmoser, Peter},
    title = {Robust Covariance Estimators for Mean-Variance Portfolio Optimization with Transaction Lots},
    journal = {Operations Research Perspectives},
    year = {2020},
    volume = {7},
    url = {https://www.sciencedirect.com/science/article/pii/S2214716020300440},
    doi = {10.1016/j.orp.2020.100154}
}