APA (7th ed.) Citation

Chen, W., Li, D., Lu, S., & Liu, W. (2019). Multi-period mean–semivariance portfolio optimization based on uncertain measure. Soft computing (Berlin, Germany), 23(15), 6231-6247. https://doi.org/10.1007/s00500-018-3281-z

Chicago Style (17th ed.) Citation

Chen, Wei, Dandan Li, Shan Lu, and Weiyi Liu. "Multi-period Mean–semivariance Portfolio Optimization Based on Uncertain Measure." Soft Computing (Berlin, Germany) 23, no. 15 (2019): 6231-6247. https://doi.org/10.1007/s00500-018-3281-z.

MLA (9th ed.) Citation

Chen, Wei, et al. "Multi-period Mean–semivariance Portfolio Optimization Based on Uncertain Measure." Soft Computing (Berlin, Germany), vol. 23, no. 15, 2019, pp. 6231-6247, https://doi.org/10.1007/s00500-018-3281-z.