APA (7th ed.) Citation

Escobar-Anel, M., Spies, B., & Zagst, R. Do jumps matter in discrete-time portfolio optimization? Elsevier.

Chicago Style (17th ed.) Citation

Escobar-Anel, Marcos, Ben Spies, and Rudi Zagst. Do Jumps Matter in Discrete-time Portfolio Optimization? Elsevier.

MLA (9th ed.) Citation

Escobar-Anel, Marcos, et al. Do Jumps Matter in Discrete-time Portfolio Optimization? Elsevier.