APA (7th ed.) Citation

Luxenberg, E., Schiele, P., & Boyd, S. (2022). Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization.

Chicago Style (17th ed.) Citation

Luxenberg, Eric, Philipp Schiele, and Stephen Boyd. Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization. 2022.

MLA (9th ed.) Citation

Luxenberg, Eric, et al. Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization. 2022.