@article{Men-DAm-2019,
    author={Luca Mencarelli and Claudia d'Ambrosio },
    title={Complex portfolio selection via convex mixed-integer quadratic 
           programming: a survey },
    doi={10.1111/itor.12541 },
    journal={International Transactions in Operational Research },
    year={2019 },
    month={3},
    volume={26 (2) },
    pages={389--414},
}