[libGDX] Semi-transparent mouse cursor on Windows

I want to change the mouse cursor for a desktop game I am writing with libGDX. That is working well under Linux, however, under Windows semi-transparent cursor pixels are not being rendered at all. That means I am unable to anti-alias the cursor image.

For sure there must be a way to render semi-transparent mouse cursors under Windows, like it’s possible under Linux.
Any ideas what I could do to solve this issue?

Googling “java windows cursor transparency” returns a ton of results explaining the problem, so I’m surprised your googling didn’t turn any of them up.

Java doesn’t support transparency in cursors on Windows. The workaround is to set the cursor to invisible and then draw your own, as mentioned in the first result of the above googling here: http://stackoverflow.com/questions/13326256/implementing-cursor-in-java-with-some-transparency

Sorry for that, usually I am not so bad with searching on Google for such things.
But apparently I didn’t use any correct search terms.

In any case: Thanks very much for your reply!