@article{publication-12540,
	author={Paolella, Marc},
	doi={10.1142/S2010495214400016},
	issn={2010-4952},
	journal={Annals of Financial Economics},
	number=2,
	pages={1-32},
	publisher={World Scientific Publishing Co. Pte. Ltd.},
	title={Fast methods for large-scale non-elliptical portfolio optimization},
	volume=9,
	year=2014,
}