APA (7th ed.) Citation

Yiu, K. C., Liu, J., Siu, T. K., & Ching, W. (2010). Optimal portfolios with regime switching and value-at-risk constraint. Automatica (Oxford), 46(6), 979-989. https://doi.org/10.1016/j.automatica.2010.02.027

Chicago Style (17th ed.) Citation

Yiu, Ka-Fai Cedric, Jingzhen Liu, Tak Kuen Siu, and Wai-Ki Ching. "Optimal Portfolios with Regime Switching and Value-at-risk Constraint." Automatica (Oxford) 46, no. 6 (2010): 979-989. https://doi.org/10.1016/j.automatica.2010.02.027.

MLA (9th ed.) Citation

Yiu, Ka-Fai Cedric, et al. "Optimal Portfolios with Regime Switching and Value-at-risk Constraint." Automatica (Oxford), vol. 46, no. 6, 2010, pp. 979-989, https://doi.org/10.1016/j.automatica.2010.02.027.