Citace podle APA (7th ed.)

Luo, H., Gou, T., Wu, H., & Li, Q. (2025, July 23). A novel global algorithm for optimal portfolio selection with maximum relative marginal risk via SCO method and SOCP relaxation. Computational optimization and applications. https://doi.org/10.1007/s10589-025-00716-6

Citace podle Chicago (17th ed.)

Luo, Hezhi, Tianxing Gou, Huixian Wu, a Qian Li. "A Novel Global Algorithm for Optimal Portfolio Selection with Maximum Relative Marginal Risk via SCO Method and SOCP Relaxation." Computational Optimization and Applications 23 Jul. 2025. https://doi.org/10.1007/s10589-025-00716-6.

Citace podle MLA (9th ed.)

Luo, Hezhi, et al. "A Novel Global Algorithm for Optimal Portfolio Selection with Maximum Relative Marginal Risk via SCO Method and SOCP Relaxation." Computational Optimization and Applications, 23 Jul. 2025, https://doi.org/10.1007/s10589-025-00716-6.

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