Cite
Multiperiod Mean-Variance Portfolio Optimization via Market Cloning.
MLA
Ankirchner, Stefan, and Azzouz Dermoune. “Multiperiod Mean-Variance Portfolio Optimization via Market Cloning.” Applied Mathematics & Optimization, vol. 64, no. 1, Aug. 2011, pp. 135–54. EBSCOhost, https://doi.org/10.1007/s00245-011-9134-0.
APA
Ankirchner, S., & Dermoune, A. (2011). Multiperiod Mean-Variance Portfolio Optimization via Market Cloning. Applied Mathematics & Optimization, 64(1), 135–154. https://doi.org/10.1007/s00245-011-9134-0
Chicago
Ankirchner, Stefan, and Azzouz Dermoune. 2011. “Multiperiod Mean-Variance Portfolio Optimization via Market Cloning.” Applied Mathematics & Optimization 64 (1): 135–54. doi:10.1007/s00245-011-9134-0.