APA (7th ed.) Citation

Bodnar, T., Schmid, W., & Zabolotskyy, T. (2006). Statistical inference of the efficient frontier under autocorrelated asset returns. Univ., Dep. of Economics.

Chicago Style (17th ed.) Citation

Bodnar, Taras, Wolfgang Schmid, and Taras Zabolotskyy. Statistical Inference of the Efficient Frontier Under Autocorrelated Asset Returns. Frankfurt (Oder): Univ., Dep. of Economics, 2006.

MLA (9th ed.) Citation

Bodnar, Taras, et al. Statistical Inference of the Efficient Frontier Under Autocorrelated Asset Returns. Univ., Dep. of Economics, 2006.