Cita APA (7a ed.)

Chan, L. K. C., Karceski, J., & Lakonishok, J. (1999). On portfolio optimization: Forecasting covariances and choosing the risk model. National Bureau of Economic Research.

Cita Chicago Style (17a ed.)

Chan, Louis Kuo Chi, Jason Karceski, y Josef Lakonishok. On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model. Cambridge, MA: National Bureau of Economic Research, 1999.

Cita MLA (9a ed.)

Chan, Louis Kuo Chi, et al. On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model. National Bureau of Economic Research, 1999.

Precaución: Estas citas no son 100% exactas.