APA (7th ed.) Citation

Qin, Q., Li, L., & Cheng, S. (2014). A novel hybrid algorithm for mean-CVaR portfolio selection with real-world constraints. Springer Verlag.

Chicago Style (17th ed.) Citation

Qin, Quande, Li Li, and Shi Cheng. A Novel Hybrid Algorithm for Mean-CVaR Portfolio Selection with Real-world Constraints. Springer Verlag, 2014.

MLA (9th ed.) Citation

Qin, Quande, et al. A Novel Hybrid Algorithm for Mean-CVaR Portfolio Selection with Real-world Constraints. Springer Verlag, 2014.