APA (7th ed.) Citation

Yu, X., Tan, Y., Liu, L., & Huang, W. (2012, June). The Optimal Portfolio Model Based on Mean-CvaR with Linear Weighted Sum Method. 2012 Fifth International Joint Conference on Computational Sciences and Optimization, 82-84. https://doi.org/10.1109/CSO.2012.26

Chicago Style (17th ed.) Citation

Yu, Xing, Yuling Tan, Liang Liu, and Wenfeng Huang. "The Optimal Portfolio Model Based on Mean-CvaR with Linear Weighted Sum Method." 2012 Fifth International Joint Conference on Computational Sciences and Optimization Jun. 2012: 82-84. https://doi.org/10.1109/CSO.2012.26.

MLA (9th ed.) Citation

Yu, Xing, et al. "The Optimal Portfolio Model Based on Mean-CvaR with Linear Weighted Sum Method." 2012 Fifth International Joint Conference on Computational Sciences and Optimization, Jun. 2012, pp. 82-84, https://doi.org/10.1109/CSO.2012.26.