APA (7th ed.) Citation

Pun, C. S., & Ye, Z. (2022). Optimal dynamic mean–variance portfolio subject to proportional transaction costs and no-shorting constraint. Automatica (Oxford), 135, 109986. https://doi.org/10.1016/j.automatica.2021.109986

Chicago Style (17th ed.) Citation

Pun, Chi Seng, and Zi Ye. "Optimal Dynamic Mean–variance Portfolio Subject to Proportional Transaction Costs and No-shorting Constraint." Automatica (Oxford) 135 (2022): 109986. https://doi.org/10.1016/j.automatica.2021.109986.

MLA (9th ed.) Citation

Pun, Chi Seng, and Zi Ye. "Optimal Dynamic Mean–variance Portfolio Subject to Proportional Transaction Costs and No-shorting Constraint." Automatica (Oxford), vol. 135, 2022, p. 109986, https://doi.org/10.1016/j.automatica.2021.109986.