APA (7th ed.) Citation

Ravat, U. V., Shanbhag, U. V., & Sowers, R. B. (2014). On the inadequacy of VaR-based risk management: VaR, CVaR, and nonlinear interactions. Optimization Methods & Software, 29(4), 877. https://doi.org/10.1080/10556788.2013.860528

Chicago Style (17th ed.) Citation

Ravat, Uma V., Uday V. Shanbhag, and Richard B. Sowers. "On the Inadequacy of VaR-based Risk Management: VaR, CVaR, and Nonlinear Interactions." Optimization Methods & Software 29, no. 4 (2014): 877. https://doi.org/10.1080/10556788.2013.860528.

MLA (9th ed.) Citation

Ravat, Uma V., et al. "On the Inadequacy of VaR-based Risk Management: VaR, CVaR, and Nonlinear Interactions." Optimization Methods & Software, vol. 29, no. 4, 2014, p. 877, https://doi.org/10.1080/10556788.2013.860528.