BibTex format
@article{Ban:2018:10.1287/mnsc.2016.2644,
author = {Ban, G-Y and El, Karoui N and Lim, AEB},
doi = {10.1287/mnsc.2016.2644},
journal = {Management Science},
pages = {1136--1154},
title = {Machine learning and portfolio optimization},
url = {http://dx.doi.org/10.1287/mnsc.2016.2644},
volume = {64},
year = {2018}
}