American Psychological Association 6th edition

LIU, S.-T. (2011). The mean-absolute deviation portfolio selection problem with interval-valued returns. Journal of Computational and Applied Mathematics, 235(14), 4149-4157.

ISO-690 (author-date, English)

LIU, Shiang-Tai, 2011. The mean-absolute deviation portfolio selection problem with interval-valued returns. Journal of computational and applied mathematics. 1 Januar 2011. Vol. 235, no. 14, p. 4149-4157.

Modern Language Association 9th edition

LIU, S.-T. „The Mean-Absolute Deviation Portfolio Selection Problem With Interval-Valued Returns“. Journal of Computational and Applied Mathematics, Bd. 235, Nr. 14, Januar 2011, S. 4149-57.

Mohr Siebeck - Recht (Deutsch - Österreich)

LIU, Shiang-Tai: The mean-absolute deviation portfolio selection problem with interval-valued returns, Journal of computational and applied mathematics 2011, 4149-4157.

Emerald - Harvard

LIU, S.-T. (2011), „The mean-absolute deviation portfolio selection problem with interval-valued returns“, Journal of Computational and Applied Mathematics, Vol. 235 No. 14, S. 4149-4157.

Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.