APA (7th ed.) Citation

Shao, H., & Zhang, Z. G. (2024). Extreme-Case Distortion Risk Measures: A Unification and Generalization of Closed-Form Solutions. Mathematics of Operations Research (INFORMS), 49(4), 2341. https://doi.org/10.1287/moor.2022.0156

Chicago Style (17th ed.) Citation

Shao, Hui, and Zhe George Zhang. "Extreme-Case Distortion Risk Measures: A Unification and Generalization of Closed-Form Solutions." Mathematics of Operations Research (INFORMS) 49, no. 4 (2024): 2341. https://doi.org/10.1287/moor.2022.0156.

MLA (9th ed.) Citation

Shao, Hui, and Zhe George Zhang. "Extreme-Case Distortion Risk Measures: A Unification and Generalization of Closed-Form Solutions." Mathematics of Operations Research (INFORMS), vol. 49, no. 4, 2024, p. 2341, https://doi.org/10.1287/moor.2022.0156.