APA (7th ed.) Citation

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 Style (17th ed.) Citation

Yu, Mei, Satoru Takahashi, Hiroshi Inoue, and 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 (9th ed.) Citation

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.