APA (7th ed.) Citation

Yan, D., Zhou, K., Wang, Z., & He, X. (2025). Portfolio selection with exogenous and endogenous transaction costs under a two-factor stochastic volatility model.

Chicago Style (17th ed.) Citation

Yan, Dong, Ke Zhou, Zirun Wang, and Xin-Jiang He. Portfolio Selection with Exogenous and Endogenous Transaction Costs Under a Two-factor Stochastic Volatility Model. 2025.

MLA (9th ed.) Citation

Yan, Dong, et al. Portfolio Selection with Exogenous and Endogenous Transaction Costs Under a Two-factor Stochastic Volatility Model. 2025.