Yu, M., Takahashi, S., Inoue, H., & Wang, S. (2010). Dynamic portfolio optimization with risk control for absolute deviation model. European journal of operational research, 201(2), 349-364. https://doi.org/10.1016/j.ejor.2009.03.009
Chicago-Zitierstil (17. Ausg.)Yu, Mei, Satoru Takahashi, Hiroshi Inoue, und Shouyang Wang. "Dynamic Portfolio Optimization with Risk Control for Absolute Deviation Model." European Journal of Operational Research 201, no. 2 (2010): 349-364. https://doi.org/10.1016/j.ejor.2009.03.009.
MLA-Zitierstil (9. Ausg.)Yu, Mei, et al. "Dynamic Portfolio Optimization with Risk Control for Absolute Deviation Model." European Journal of Operational Research, vol. 201, no. 2, 2010, pp. 349-364, https://doi.org/10.1016/j.ejor.2009.03.009.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.