APA (7th ed.) Citation

Li, X., Zhou, X. Y., & Lim, A. E. B. (2002). Dynamic Mean-Variance Portfolio Selection With No-Shorting Constraints. SIAM Journal on Control & Optimization, 40(5), 1540. https://doi.org/10.1137/S0363012900378504

Chicago Style (17th ed.) Citation

Li, Xu, Xun Yu Zhou, and Andrew E. B. Lim. "Dynamic Mean-Variance Portfolio Selection With No-Shorting Constraints." SIAM Journal on Control & Optimization 40, no. 5 (2002): 1540. https://doi.org/10.1137/S0363012900378504.

MLA (9th ed.) Citation

Li, Xu, et al. "Dynamic Mean-Variance Portfolio Selection With No-Shorting Constraints." SIAM Journal on Control & Optimization, vol. 40, no. 5, 2002, p. 1540, https://doi.org/10.1137/S0363012900378504.