Durand, R., Jafarpour, H., kluppelberg, C., & Maller, R. (2010). Maximize the Sharpe ratio and minimize a VaR. Institutional Investor Journals.
Chicago Style (17th ed.) CitationDurand, Robert, H. Jafarpour, C. kluppelberg, and R. Maller. Maximize the Sharpe Ratio and Minimize a VaR. Institutional Investor Journals, 2010.
MLA (9th ed.) CitationDurand, Robert, et al. Maximize the Sharpe Ratio and Minimize a VaR. Institutional Investor Journals, 2010.
Warning: These citations may not always be 100% accurate.