APA (7th ed.) Citation

Rezaei, H., Golarzi, G., & Karimi, O. Comparing Optimal Portfolio Performance Based on Skew-Normal Distribution and Skew-Laplace-Normal Distribution: A Mean-Absolute Deviation-Entropy Approach. University of Tehran.

Chicago Style (17th ed.) Citation

Rezaei, Hila, Gholamhossien Golarzi, and Omid Karimi. Comparing Optimal Portfolio Performance Based on Skew-Normal Distribution and Skew-Laplace-Normal Distribution: A Mean-Absolute Deviation-Entropy Approach. University of Tehran.

MLA (9th ed.) Citation

Rezaei, Hila, et al. Comparing Optimal Portfolio Performance Based on Skew-Normal Distribution and Skew-Laplace-Normal Distribution: A Mean-Absolute Deviation-Entropy Approach. University of Tehran.