APA (7th ed.) Citation

Lin, H., & Fahim, A. (2017). Optimal portfolio execution under time-varying liquidity constraints. Applied mathematical finance., 24(5), 387-416. https://doi.org/10.1080/1350486X.2017.1405731

Chicago Style (17th ed.) Citation

Lin, Hua-Yi, and Arash Fahim. "Optimal Portfolio Execution Under Time-varying Liquidity Constraints." Applied Mathematical Finance. 24, no. 5 (2017): 387-416. https://doi.org/10.1080/1350486X.2017.1405731.

MLA (9th ed.) Citation

Lin, Hua-Yi, and Arash Fahim. "Optimal Portfolio Execution Under Time-varying Liquidity Constraints." Applied Mathematical Finance., vol. 24, no. 5, 2017, pp. 387-416, https://doi.org/10.1080/1350486X.2017.1405731.