APA (7th ed.) Citation

Li, S., Luong, C., Angkola, F., & Wu, Y. H. (2016). Optimal asset portfolio with stochastic volatility under the mean-variance utility with state-dependent risk aversion. American Institute of Mathematical Sciences (A I M S Press).

Chicago Style (17th ed.) Citation

Li, S., C. Luong, F. Angkola, and Yong Hong Wu. Optimal Asset Portfolio with Stochastic Volatility Under the Mean-variance Utility with State-dependent Risk Aversion. American Institute of Mathematical Sciences (A I M S Press), 2016.

MLA (9th ed.) Citation

Li, S., et al. Optimal Asset Portfolio with Stochastic Volatility Under the Mean-variance Utility with State-dependent Risk Aversion. American Institute of Mathematical Sciences (A I M S Press), 2016.