@article{publication-20865,
	author={Paolella, Marc S and Polak, Pawel and Walker, Patrick S},
	doi={10.1016/j.jbankfin.2021.106046},
	issn={0378-4266},
	journal={Journal of Banking and Finance},
	pages={106046-106046},
	publisher={Elsevier},
	title={A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs},
	volume=125,
	year=2021,
}