APA (7th ed.) Citation

Lwin, K. T., Qu, R., & MacCarthy, B. L. (2017). Mean-VaR portfolio optimization: A nonparametric approach. Elsevier.

Chicago Style (17th ed.) Citation

Lwin, Khin T., Rong Qu, and Bart L. MacCarthy. Mean-VaR Portfolio Optimization: A Nonparametric Approach. Elsevier, 2017.

MLA (9th ed.) Citation

Lwin, Khin T., et al. Mean-VaR Portfolio Optimization: A Nonparametric Approach. Elsevier, 2017.