@mastersthesis{publication-20460,
	author={Cheng, Zhiwei},
	editor={Leippold, Markus and Walker, Patrick and Svaton, Michal},
	faculty={Faculty of Business, Economics and Informatics},
	institution={University of Zurich},
	title={Factor Tilts of Risk-Efficient Portfolios via Regularization},
	year=2020,
}