@misc{HautschVoigt2017,
  author    = {Nikolaus Hautsch and Stefan Voigt},
  title     = {Large-scale portfolio allocation under transaction costs and model uncertainty},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 582},
  number    = {September 26, 2017},
  url       = {https://ssrn.com/abstract=3043216},
  institution = {Wirtschaftswissenschaften},
  series    = {CFS working paper series},
  number    = {582},
  type      = {workingpaper},
  pages     = {62},
  year        = {2017},
}