Cite
Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model.
MLA
Kim, Young Shin. “Portfolio Optimization and Marginal Contribution to Risk on Multivariate Normal Tempered Stable Model.” Annals of Operations Research, vol. 312, no. 2, May 2022, pp. 853–81. EBSCOhost, https://doi.org/10.1007/s10479-022-04613-7.
APA
Kim, Y. S. (2022). Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model. Annals of Operations Research, 312(2), 853–881. https://doi.org/10.1007/s10479-022-04613-7
Chicago
Kim, Young Shin. 2022. “Portfolio Optimization and Marginal Contribution to Risk on Multivariate Normal Tempered Stable Model.” Annals of Operations Research 312 (2): 853–81. doi:10.1007/s10479-022-04613-7.