Kumar, R., Mitra, G., & Roman, D. (2010). Long–short portfolio optimization in the presence of discrete asset choice constraints and two risk measures. The journal of risk, 13(2), 71-100. https://doi.org/10.21314/JOR.2010.221
Chicago-Zitierstil (17. Ausg.)Kumar, Ritesh, Gautam Mitra, und Diana Roman. "Long–short Portfolio Optimization in the Presence of Discrete Asset Choice Constraints and Two Risk Measures." The Journal of Risk 13, no. 2 (2010): 71-100. https://doi.org/10.21314/JOR.2010.221.
MLA-Zitierstil (9. Ausg.)Kumar, Ritesh, et al. "Long–short Portfolio Optimization in the Presence of Discrete Asset Choice Constraints and Two Risk Measures." The Journal of Risk, vol. 13, no. 2, 2010, pp. 71-100, https://doi.org/10.21314/JOR.2010.221.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.