Cite
Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models.
MLA
Qi, Yue. “Classifying the Minimum-Variance Surface of Multiple-Objective Portfolio Selection for Capital Asset Pricing Models.” Annals of Operations Research, vol. 311, no. 2, Apr. 2022, pp. 1203–27. EBSCOhost, https://doi.org/10.1007/s10479-020-03649-x.
APA
Qi, Y. (2022). Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models. Annals of Operations Research, 311(2), 1203–1227. https://doi.org/10.1007/s10479-020-03649-x
Chicago
Qi, Yue. 2022. “Classifying the Minimum-Variance Surface of Multiple-Objective Portfolio Selection for Capital Asset Pricing Models.” Annals of Operations Research 311 (2): 1203–27. doi:10.1007/s10479-020-03649-x.