APA (7th ed.) Citation

Costa, O. L., & Araujo, M. V. (2008). A generalized multi-period mean–variance portfolio optimization with Markov switching parameters. Automatica (Oxford), 44(10), 2487-2497. https://doi.org/10.1016/j.automatica.2008.02.014

Chicago Style (17th ed.) Citation

Costa, Oswaldo L.V., and Michael V. Araujo. "A Generalized Multi-period Mean–variance Portfolio Optimization with Markov Switching Parameters." Automatica (Oxford) 44, no. 10 (2008): 2487-2497. https://doi.org/10.1016/j.automatica.2008.02.014.

MLA (9th ed.) Citation

Costa, Oswaldo L.V., and Michael V. Araujo. "A Generalized Multi-period Mean–variance Portfolio Optimization with Markov Switching Parameters." Automatica (Oxford), vol. 44, no. 10, 2008, pp. 2487-2497, https://doi.org/10.1016/j.automatica.2008.02.014.