APA (7th ed.) Citation

Chen, W., Wang, Y., Gupta, P., & Mehlawat, M. K. (2018). A novel hybrid heuristic algorithm for a new uncertain mean-variance-skewness portfolio selection model with real constraints. Applied intelligence (Dordrecht, Netherlands), 48(9), 2996-3018. https://doi.org/10.1007/s10489-017-1124-8

Chicago Style (17th ed.) Citation

Chen, Wei, Yun Wang, Pankaj Gupta, and Mukesh Kumar Mehlawat. "A Novel Hybrid Heuristic Algorithm for a New Uncertain Mean-variance-skewness Portfolio Selection Model with Real Constraints." Applied Intelligence (Dordrecht, Netherlands) 48, no. 9 (2018): 2996-3018. https://doi.org/10.1007/s10489-017-1124-8.

MLA (9th ed.) Citation

Chen, Wei, et al. "A Novel Hybrid Heuristic Algorithm for a New Uncertain Mean-variance-skewness Portfolio Selection Model with Real Constraints." Applied Intelligence (Dordrecht, Netherlands), vol. 48, no. 9, 2018, pp. 2996-3018, https://doi.org/10.1007/s10489-017-1124-8.