Guan, G., Liang, Z., & Xia, J. (2025). Equilibrium Portfolio Selection for Smooth Ambiguity Preferences. Mathematics of Operations Research (INFORMS), 50(2), 1042. https://doi.org/10.1287/moor.2023.0112
Chicago Style (17th ed.) CitationGuan, Guohui, Zongxia Liang, and Jianming Xia. "Equilibrium Portfolio Selection for Smooth Ambiguity Preferences." Mathematics of Operations Research (INFORMS) 50, no. 2 (2025): 1042. https://doi.org/10.1287/moor.2023.0112.
MLA (9th ed.) CitationGuan, Guohui, et al. "Equilibrium Portfolio Selection for Smooth Ambiguity Preferences." Mathematics of Operations Research (INFORMS), vol. 50, no. 2, 2025, p. 1042, https://doi.org/10.1287/moor.2023.0112.
Warning: These citations may not always be 100% accurate.