APA (7th ed.) Citation

Lwin, K. T., Qu, R., & MacCarthy, B. L. (2017). Mean-VaR portfolio optimization: A nonparametric approach. European journal of operational research, 260(2), 751-766. https://doi.org/10.1016/j.ejor.2017.01.005

Chicago Style (17th ed.) Citation

Lwin, Khin T., Rong Qu, and Bart L. MacCarthy. "Mean-VaR Portfolio Optimization: A Nonparametric Approach." European Journal of Operational Research 260, no. 2 (2017): 751-766. https://doi.org/10.1016/j.ejor.2017.01.005.

MLA (9th ed.) Citation

Lwin, Khin T., et al. "Mean-VaR Portfolio Optimization: A Nonparametric Approach." European Journal of Operational Research, vol. 260, no. 2, 2017, pp. 751-766, https://doi.org/10.1016/j.ejor.2017.01.005.