APA (7th ed.) Citation

Jaschke, S. (1999). Coherent risk measures, valuation bounds, and (mi,p)-Portfolio optimization. Humboldt- Univ., Wirtschaftswiss. Fak.

Chicago Style (17th ed.) Citation

Jaschke, Stefan. Coherent Risk Measures, Valuation Bounds, and (mi,p)-Portfolio Optimization. Berlin: Humboldt- Univ., Wirtschaftswiss. Fak, 1999.

MLA (9th ed.) Citation

Jaschke, Stefan. Coherent Risk Measures, Valuation Bounds, and (mi,p)-Portfolio Optimization. Humboldt- Univ., Wirtschaftswiss. Fak, 1999.

Warning: These citations may not always be 100% accurate.