APA (7th ed.) Citation

Ling, A., Sun, J., & Yang, X. (2014). Robust tracking error portfolio selection with worst-case downside risk measures. Elsevier BV.

Chicago Style (17th ed.) Citation

Ling, A., Jie Sun, and X. Yang. Robust Tracking Error Portfolio Selection with Worst-case Downside Risk Measures. Elsevier BV, 2014.

MLA (9th ed.) Citation

Ling, A., et al. Robust Tracking Error Portfolio Selection with Worst-case Downside Risk Measures. Elsevier BV, 2014.