@article{JMLR:v21:19-959,
  author  = {Zhao-Rong Lai and Liming Tan and Xiaotian Wu and Liangda Fang},
  title   = {Loss Control with Rank-one Covariance Estimate for Short-term Portfolio Optimization},
  journal = {Journal of Machine Learning Research},
  year    = {2020},
  volume  = {21},
  number  = {97},
  pages   = {1--37},
  url     = {http://jmlr.org/papers/v21/19-959.html}
}