@Article{branke2008eioaasaflps, author = "J{\"u}rgen Branke and Michael Stein and Hartmut Schmeck", journal = "Computers and Operations Research", number = "12", pages = "3945-3961", publisher = "Elsevier", title = "Efficient implementation of an active set algorithm for large-scale portfolio selection", volume = "35", year = "2008", }