<?xml version="1.0" encoding="US-ASCII"?>
<dblp>
<article key="journals/ior/LassanceDV22" mdate="2022-02-23">
<author orcid="0000-0001-6241-2965">Nathan Lassance</author>
<author orcid="0000-0002-7787-5185">Victor DeMiguel</author>
<author orcid="0000-0003-1941-0416">Fr&#233;d&#233;ric Vrins</author>
<title>Optimal Portfolio Diversification via Independent Component Analysis.</title>
<pages>55-72</pages>
<year>2022</year>
<volume>70</volume>
<journal>Oper. Res.</journal>
<number>1</number>
<ee>https://doi.org/10.1287/opre.2021.2140</ee>
<url>db/journals/ior/ior70.html#LassanceDV22</url>
</article></dblp>
