APA (7th ed.) Citation

Balbás, A., Balbás, R., & Mayoral, S. (2009). Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm. European journal of operational research, 192(2), 603-620. https://doi.org/10.1016/j.ejor.2007.09.028

Chicago Style (17th ed.) Citation

Balbás, Alejandro, Raquel Balbás, and Silvia Mayoral. "Portfolio Choice and Optimal Hedging with General Risk Functions: A Simplex-like Algorithm." European Journal of Operational Research 192, no. 2 (2009): 603-620. https://doi.org/10.1016/j.ejor.2007.09.028.

MLA (9th ed.) Citation

Balbás, Alejandro, et al. "Portfolio Choice and Optimal Hedging with General Risk Functions: A Simplex-like Algorithm." European Journal of Operational Research, vol. 192, no. 2, 2009, pp. 603-620, https://doi.org/10.1016/j.ejor.2007.09.028.