Chen, L., & Pan, H. (2013). A dynamic portfolio theory model based on minimum semi-absolute deviations criterion with an application in the Chinese stock markets. China finance review international, 3(3), 284-300. https://doi.org/10.1108/CFRI-05-2012-0052
Chicago-Zitierstil (17. Ausg.)Chen, Li, und Heping Pan. "A Dynamic Portfolio Theory Model Based on Minimum Semi-absolute Deviations Criterion with an Application in the Chinese Stock Markets." China Finance Review International 3, no. 3 (2013): 284-300. https://doi.org/10.1108/CFRI-05-2012-0052.
MLA-Zitierstil (9. Ausg.)Chen, Li, und Heping Pan. "A Dynamic Portfolio Theory Model Based on Minimum Semi-absolute Deviations Criterion with an Application in the Chinese Stock Markets." China Finance Review International, vol. 3, no. 3, 2013, pp. 284-300, https://doi.org/10.1108/CFRI-05-2012-0052.