APA (7th ed.) Citation

Leung, T., & Zhou, Y. (2019). Optimal dynamic futures portfolio in a regime-switching market framework. International Journal of Financial Engineering, 6(4), N.PAG. https://doi.org/10.1142/S2424786319500348

Chicago Style (17th ed.) Citation

Leung, Tim, and Yang Zhou. "Optimal Dynamic Futures Portfolio in a Regime-switching Market Framework." International Journal of Financial Engineering 6, no. 4 (2019): N.PAG. https://doi.org/10.1142/S2424786319500348.

MLA (9th ed.) Citation

Leung, Tim, and Yang Zhou. "Optimal Dynamic Futures Portfolio in a Regime-switching Market Framework." International Journal of Financial Engineering, vol. 6, no. 4, 2019, p. N.PAG, https://doi.org/10.1142/S2424786319500348.