BibTex format
@article{Haugh:2011:10.1016/j.orl.2011.03.005,
author = {Haugh, MB},
doi = {10.1016/j.orl.2011.03.005},
journal = {Operations Research Letters},
pages = {172--179},
title = {A note on constant proportion trading strategies},
url = {http://dx.doi.org/10.1016/j.orl.2011.03.005},
volume = {39},
year = {2011}
}