Style de citation APA (7e éd.)

Cheng, W., Liang, Z., Wang, S., & Yu, X. (2026). Mean-field game of mean-variance portfolio management with peer-based relative risk aversion.

Style de citation Chicago (17e éd.)

Cheng, Weilun, Zongxia Liang, Sheng Wang, et Xiang Yu. Mean-field Game of Mean-variance Portfolio Management with Peer-based Relative Risk Aversion. 2026.

Style de citation MLA (9e éd.)

Cheng, Weilun, et al. Mean-field Game of Mean-variance Portfolio Management with Peer-based Relative Risk Aversion. 2026.