APA-Zitierstil (7. Ausg.)

Liu, S. (2011). The mean-absolute deviation portfolio selection problem with interval-valued returns. Journal of computational and applied mathematics, 235(14), 4149-4157. https://doi.org/10.1016/j.cam.2011.03.008

Chicago-Zitierstil (17. Ausg.)

Liu, Shiang-Tai. "The Mean-absolute Deviation Portfolio Selection Problem with Interval-valued Returns." Journal of Computational and Applied Mathematics 235, no. 14 (2011): 4149-4157. https://doi.org/10.1016/j.cam.2011.03.008.

MLA-Zitierstil (9. Ausg.)

Liu, Shiang-Tai. "The Mean-absolute Deviation Portfolio Selection Problem with Interval-valued Returns." Journal of Computational and Applied Mathematics, vol. 235, no. 14, 2011, pp. 4149-4157, https://doi.org/10.1016/j.cam.2011.03.008.