APA (7th ed.) Citation

Hamidieh, A., Kaviani, M., & Akhgari, B. A. Robust Portfolio Optimization under Interval-valued Conditional Value-at-Risk (CVaR) Criterion in the Tehran Stock Exchange. University of Tehran.

Chicago Style (17th ed.) Citation

Hamidieh, Alireza, Meysam Kaviani, and Bahareh Akhgari Akhgari. Robust Portfolio Optimization Under Interval-valued Conditional Value-at-Risk (CVaR) Criterion in the Tehran Stock Exchange. University of Tehran.

MLA (9th ed.) Citation

Hamidieh, Alireza, et al. Robust Portfolio Optimization Under Interval-valued Conditional Value-at-Risk (CVaR) Criterion in the Tehran Stock Exchange. University of Tehran.