Citace podle APA (7th ed.)

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

Citace podle Chicago (17th ed.)

Chen, Li, a 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.

Citace podle MLA (9th ed.)

Chen, Li, a 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.

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