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
Citácia podle Chicago (17th ed.)Yu, Mei, Satoru Takahashi, Hiroshi Inoue, a 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.
Citácia podľa MLA (8th ed.)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.
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