APA (7th ed.) Citation

Norton, M., Khokhlov, V., & Uryasev, S. (2021). Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation. Annals of operations research, 299(1-2), 1281-1315. https://doi.org/10.1007/s10479-019-03373-1

Chicago Style (17th ed.) Citation

Norton, Matthew, Valentyn Khokhlov, and Stan Uryasev. "Calculating CVaR and BPOE for Common Probability Distributions with Application to Portfolio Optimization and Density Estimation." Annals of Operations Research 299, no. 1-2 (2021): 1281-1315. https://doi.org/10.1007/s10479-019-03373-1.

MLA (9th ed.) Citation

Norton, Matthew, et al. "Calculating CVaR and BPOE for Common Probability Distributions with Application to Portfolio Optimization and Density Estimation." Annals of Operations Research, vol. 299, no. 1-2, 2021, pp. 1281-1315, https://doi.org/10.1007/s10479-019-03373-1.