APA (7th ed.) Citation

Meng, X., Cao, Y., & Wang, W. (2024). Estimation of Out-of-Sample Sharpe Ratio for High Dimensional Portfolio Optimization.

Chicago Style (17th ed.) Citation

Meng, Xuran, Yuan Cao, and Weichen Wang. Estimation of Out-of-Sample Sharpe Ratio for High Dimensional Portfolio Optimization. 2024.

MLA (9th ed.) Citation

Meng, Xuran, et al. Estimation of Out-of-Sample Sharpe Ratio for High Dimensional Portfolio Optimization. 2024.