APA (7th ed.) Citation

Bodnar, T., Schmid, W., & Zabolotskyy, T. (2011). Minimum VaR and minimum CVaR optimal portfolios: Estimators, confidence regions, and tests. Europa-Univ. Viadrina.

Chicago Style (17th ed.) Citation

Bodnar, Taras, Wolfgang Schmid, and Taras Zabolotskyy. Minimum VaR and Minimum CVaR Optimal Portfolios: Estimators, Confidence Regions, and Tests. Frankfurt (Oder): Europa-Univ. Viadrina, 2011.

MLA (9th ed.) Citation

Bodnar, Taras, et al. Minimum VaR and Minimum CVaR Optimal Portfolios: Estimators, Confidence Regions, and Tests. Europa-Univ. Viadrina, 2011.