SHEN, W.; WANG, J. Transaction Costs-Aware Portfolio Optimization via Fast Lowner-John Ellipsoid Approximation. Proceedings of the AAAI Conference on Artificial Intelligence, [S. l.], v. 29, n. 1, 2015. DOI: 10.1609/aaai.v29i1.9453. Disponível em: https://ojs.aaai.org/index.php/AAAI/article/view/9453. Acesso em: 10 aug. 2022.