APA (7th ed.) Citation

Park, S., Song, H., & Lee, S. (2019). Linear programing models for portfolio optimization using a benchmark. The European journal of finance, 25(5), 435-457. https://doi.org/10.1080/1351847X.2018.1536070

Chicago Style (17th ed.) Citation

Park, Seyoung, Hyunson Song, and Sungchul Lee. "Linear Programing Models for Portfolio Optimization Using a Benchmark." The European Journal of Finance 25, no. 5 (2019): 435-457. https://doi.org/10.1080/1351847X.2018.1536070.

MLA (9th ed.) Citation

Park, Seyoung, et al. "Linear Programing Models for Portfolio Optimization Using a Benchmark." The European Journal of Finance, vol. 25, no. 5, 2019, pp. 435-457, https://doi.org/10.1080/1351847X.2018.1536070.