% References for the Basanos companion paper

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}

@article{chen2010,
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}

@inproceedings{stein1956,
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}

@article{marchenko1967,
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}

@article{markowitz1952,
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}

@article{sharpe1966,
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@book{grinold1999,
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}

@article{hunter1986,
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}

@article{rockafellar2000,
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@article{roy1952,
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@article{engle1982,
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@article{brinson1986,
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@article{fama1993,
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@book{golub1996,
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}

@article{eckart1936,
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  pages   = {211--218},
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}

@techreport{woodbury1950,
  author      = {Woodbury, Max A.},
  title       = {Inverting Modified Matrices},
  institution = {Statistical Research Group, Princeton University},
  year        = {1950},
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}

@article{boyd2024,
  author  = {Boyd, Stephen and Johansson, Kasper and Kahn, Ronald and Schiele, Philipp and Schmelzer, Thomas},
  title   = {Markowitz Portfolio Construction at Seventy},
  journal = {The Journal of Portfolio Management},
  year    = {2024},
  volume  = {50},
  number  = {3},
  pages   = {169--198},
  note    = {arXiv:2401.05080},
  doi     = {10.3905/jpm.2024.50.3.169},
}
