HirschbergerQS07'

@article{DBLP:journals/eor/HirschbergerQS07,
  author    = {Markus Hirschberger and
               Yue Qi and
               Ralph E. Steuer},
  title     = {Randomly generating portfolio-selection covariance matrices
               with specified distributional characteristics},
  journal   = {European Journal of Operational Research},
  volume    = {177},
  number    = {3},
  year      = {2007},
  pages     = {1610-1625},
  ee        = {http://dx.doi.org/10.1016/j.ejor.2005.10.014},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}