Allan, A. L., Cuchiero, C., Liu, C., & Prömel, D. J. (2023). Model‐free portfolio theory: A rough path approach. Mathematical Finance, 33(3), 709. https://doi.org/10.1111/mafi.12376
Chicago Style (17th ed.) CitationAllan, Andrew L., Christa Cuchiero, Chong Liu, and David J. Prömel. "Model‐free Portfolio Theory: A Rough Path Approach." Mathematical Finance 33, no. 3 (2023): 709. https://doi.org/10.1111/mafi.12376.
MLA (9th ed.) CitationAllan, Andrew L., et al. "Model‐free Portfolio Theory: A Rough Path Approach." Mathematical Finance, vol. 33, no. 3, 2023, p. 709, https://doi.org/10.1111/mafi.12376.
Warning: These citations may not always be 100% accurate.