Liu, J., Yiu, K. F., & Teo, K. L. (2011). Optimal portfolios with stress analysis and the effect of a CVAR constraint. Yokohama Publishers.
Chicago Style (17th ed.) CitationLiu, J., Ka Fai Yiu, and Kok Lay Teo. Optimal Portfolios with Stress Analysis and the Effect of a CVAR Constraint. Yokohama Publishers, 2011.
MLA (9th ed.) CitationLiu, J., et al. Optimal Portfolios with Stress Analysis and the Effect of a CVAR Constraint. Yokohama Publishers, 2011.
Warning: These citations may not always be 100% accurate.