APA (7th ed.) Citation

Le, K. (2020). Can Mean-Variance Portfolio Optimization with long-only constraint help enhance momentum strategy? Evidence from S&P 100.

Chicago Style (17th ed.) Citation

Le, Khanh. Can Mean-Variance Portfolio Optimization with Long-only Constraint Help Enhance Momentum Strategy? Evidence from S&P 100. 2020.

MLA (9th ed.) Citation

Le, Khanh. Can Mean-Variance Portfolio Optimization with Long-only Constraint Help Enhance Momentum Strategy? Evidence from S&P 100. 2020.

Warning: These citations may not always be 100% accurate.