Cite
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution
MLA
Francesco Cesarone, et al. “Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution.” Mathematics, vol. 11, no. 1, Dec. 2022, p. 50. EBSCOhost, https://doi.org/10.3390/math11010050.
APA
Francesco Cesarone, Raffaello Cesetti, Giuseppe Orlando, Manuel Luis Martino, & Jacopo Maria Ricci. (2022). Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution. Mathematics, 11(1), 50. https://doi.org/10.3390/math11010050
Chicago
Francesco Cesarone, Raffaello Cesetti, Giuseppe Orlando, Manuel Luis Martino, and Jacopo Maria Ricci. 2022. “Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution.” Mathematics 11 (1): 50. doi:10.3390/math11010050.