Cita APA (7a ed.)
Výrost, T., & Lyócsa, Š. Mean-variance distance based stock market networks in portfolio optimalization.
Cita Chicago Style (17a ed.)
Výrost, Tomáš, y Štefan Lyócsa. Mean-variance Distance Based Stock Market Networks in Portfolio Optimalization.
Cita MLA (9a ed.)
Výrost, Tomáš, y Štefan Lyócsa. Mean-variance Distance Based Stock Market Networks in Portfolio Optimalization.
Precaución: Estas citas no son 100% exactas.