Mills, Ebenezer Fiifi Emire Atta, Bo Yu, and Jie Yu. “Scaled and Stable Mean-Variance-EVaR Portfolio Selection Strategy With Proportional Transaction Costs”. Journal of Business Economics and Management 18, no. 4 (August 27, 2017): 561-584. Accessed November 23, 2024. https://mla.vgtu.lt/index.php/JBEM/article/view/1232.