APA (7th ed.) Citation

Donnelly, C., & Heunis, A. J. (2012). Quadratic Risk Minimization in a Regime-Switching Model with Portfolio Constraints. SIAM journal on control and optimization, 50(4), 2431-2461. https://doi.org/10.1137/100809271

Chicago Style (17th ed.) Citation

Donnelly, Catherine, and Andrew J. Heunis. "Quadratic Risk Minimization in a Regime-Switching Model with Portfolio Constraints." SIAM Journal on Control and Optimization 50, no. 4 (2012): 2431-2461. https://doi.org/10.1137/100809271.

MLA (9th ed.) Citation

Donnelly, Catherine, and Andrew J. Heunis. "Quadratic Risk Minimization in a Regime-Switching Model with Portfolio Constraints." SIAM Journal on Control and Optimization, vol. 50, no. 4, 2012, pp. 2431-2461, https://doi.org/10.1137/100809271.