APA (7th ed.) Citation

Fan, Z., Ji, R., & Lejeune, M. A. (2024). Distributionally Robust Portfolio Optimization under Marginal and Copula Ambiguity. Journal of Optimization Theory & Applications, 203(3), 2870. https://doi.org/10.1007/s10957-024-02550-y

Chicago Style (17th ed.) Citation

Fan, Zhengyang, Ran Ji, and Miguel A. Lejeune. "Distributionally Robust Portfolio Optimization Under Marginal and Copula Ambiguity." Journal of Optimization Theory & Applications 203, no. 3 (2024): 2870. https://doi.org/10.1007/s10957-024-02550-y.

MLA (9th ed.) Citation

Fan, Zhengyang, et al. "Distributionally Robust Portfolio Optimization Under Marginal and Copula Ambiguity." Journal of Optimization Theory & Applications, vol. 203, no. 3, 2024, p. 2870, https://doi.org/10.1007/s10957-024-02550-y.