APA (7th ed.) Citation

Mousavi, A., & Michilidis, G. (2025). Statistical proxy based mean‐reverting portfolios with sparsity and volatility constraints. International Transactions in Operational Research, 32(6), 3848. https://doi.org/10.1111/itor.13442

Chicago Style (17th ed.) Citation

Mousavi, Ahmad, and George Michilidis. "Statistical Proxy Based Mean‐reverting Portfolios with Sparsity and Volatility Constraints." International Transactions in Operational Research 32, no. 6 (2025): 3848. https://doi.org/10.1111/itor.13442.

MLA (9th ed.) Citation

Mousavi, Ahmad, and George Michilidis. "Statistical Proxy Based Mean‐reverting Portfolios with Sparsity and Volatility Constraints." International Transactions in Operational Research, vol. 32, no. 6, 2025, p. 3848, https://doi.org/10.1111/itor.13442.