APA (7th ed.) Citation

Husnain, M., Ali, S., Munir, Q., & Jreisat, A. On shrinkage covariance estimators: How inefficient is 1/N strategy of covariance estimation for portfolio selection in foreign exchange market? Taylor & Francis Group.

Chicago Style (17th ed.) Citation

Husnain, Muhammad, Shamrez Ali, Qaiser Munir, and Ammar Jreisat. On Shrinkage Covariance Estimators: How Inefficient Is 1/N Strategy of Covariance Estimation for Portfolio Selection in Foreign Exchange Market? Taylor & Francis Group.

MLA (9th ed.) Citation

Husnain, Muhammad, et al. On Shrinkage Covariance Estimators: How Inefficient Is 1/N Strategy of Covariance Estimation for Portfolio Selection in Foreign Exchange Market? Taylor & Francis Group.