Style de citation APA (7e éd.)

Cha, J., Pham, L., Vo, T. L. H., Cho, J., & Lee, J. (2025). Inverse Portfolio Optimization with Synthetic Investor Data: Recovering Risk Preferences under Uncertainty.

Style de citation Chicago (17e éd.)

Cha, Jinho, Long Pham, Thi Le Hoa Vo, Jaeyoung Cho, et Jaejin Lee. Inverse Portfolio Optimization with Synthetic Investor Data: Recovering Risk Preferences Under Uncertainty. 2025.

Style de citation MLA (9e éd.)

Cha, Jinho, et al. Inverse Portfolio Optimization with Synthetic Investor Data: Recovering Risk Preferences Under Uncertainty. 2025.