APA (7th ed.) Citation

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

Chicago Style (17th ed.) Citation

Luo, Hezhi, Tianxing Gou, Huixian Wu, and 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.

MLA (9th ed.) Citation

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.