Zhao, H., Jiang, Y., & Yang, Y. (2023). Robust and Sparse Portfolio: Optimization Models and Algorithms. Mathematics (Basel), 11(24), 4925. https://doi.org/10.3390/math11244925
Chicago Style (17th ed.) CitationZhao, Hongxin, Yilun Jiang, and Yizhou Yang. "Robust and Sparse Portfolio: Optimization Models and Algorithms." Mathematics (Basel) 11, no. 24 (2023): 4925. https://doi.org/10.3390/math11244925.
MLA (9th ed.) CitationZhao, Hongxin, et al. "Robust and Sparse Portfolio: Optimization Models and Algorithms." Mathematics (Basel), vol. 11, no. 24, 2023, p. 4925, https://doi.org/10.3390/math11244925.
Warning: These citations may not always be 100% accurate.