Merge pull request #68 from cvxgrp/phschiele-citation

Adds citation

.pre-commit-config.yaml

@@ -13,12 +13,6 @@ repos:
         args: [ --fix, --exit-non-zero-on-fix ]
       - id: ruff-format
 
-  - repo: https://github.com/igorshubovych/markdownlint-cli
-    rev: v0.35.0
-    hooks:
-      - id: markdownlint-fix
-        args: [ "--ignore", "book/**/*.md" ]
-
   - repo: https://github.com/asottile/pyupgrade
     rev: v3.10.1
     hooks:

README.md

@@ -1,6 +1,6 @@
 # Markowitz Reference Implementation
 
-This repository accompanies the paper \cite{X}.
+This repository accompanies the paper [Markowitz Portfolio Construction at Seventy](https://web.stanford.edu/~boyd/papers/markowitz.html).
 It contains a reference implementation of the Markowitz portfolio optimization
 problem and the data used in the paper. Please note that the tickers of the
 stocks have been obfuscated to comply with the data provider's terms of use.
@@ -21,3 +21,17 @@ locally and then runs the experiments defined in 'experiments.py'.
 The main packages used are specified in 'requirements.txt', with a frozen
 version of all packages and their sub-dependencies in 'requirements_frozen.txt'.
 We used Python 3.10.13 to run the experiments.
+
+## Citation
+
+If you want to reference our work in your research, please consider using the following BibTeX for the citation:
+
+```BibTeX
+@misc{boyd2024markowitz,
+      title={Markowitz Portfolio Construction at Seventy},
+      author={Stephen Boyd and Kasper Johansson and Ronald Kahn and Philipp Schiele and Thomas Schmelzer},
+      year={2024},
+      doi = {10.48550/arXiv.2401.05080},
+      url = {https://arxiv.org/abs/2401.05080}
+}
+```