APA (7th ed.) Citation

Singh, A., & Dharmaraja, S. (2020). Optimal portfolio trading subject to stochastic dominance constraints under second‐order autoregressive price dynamics. International transactions in operational research, 27(3), 1771-1803. https://doi.org/10.1111/itor.12435

Chicago Style (17th ed.) Citation

Singh, Arti, and Selvamuthu Dharmaraja. "Optimal Portfolio Trading Subject to Stochastic Dominance Constraints Under Second‐order Autoregressive Price Dynamics." International Transactions in Operational Research 27, no. 3 (2020): 1771-1803. https://doi.org/10.1111/itor.12435.

MLA (9th ed.) Citation

Singh, Arti, and Selvamuthu Dharmaraja. "Optimal Portfolio Trading Subject to Stochastic Dominance Constraints Under Second‐order Autoregressive Price Dynamics." International Transactions in Operational Research, vol. 27, no. 3, 2020, pp. 1771-1803, https://doi.org/10.1111/itor.12435.