To keep the bibliographies of different articles and texts as consistent as possible, please, when adding references, check first if they are already part of this library. If not, please add the references to the library, then copy them to your page.

# Formatting

## General

Citations should be given as brief as possible, still they need to identify a source unambiguously. For example, if you cite an unpublished source (eg, a working paper), make sure it cannot be mistaken for a book. Ideally, avoid unpublished sources; try to give a link to the reference.

Every citation ends with a “.”.

## Author names

For all types of publications, use the style

`name, initials`

to write authors' and editors' names (‘name’ means ‘last name’). When there are

*n*authors, write

`name_1, initials_1, intials_2 name_2, intials_3 name_3 ... and initials_n name_n.`

## Books

`authors (YYYY). //title//. publisher.`

The forward slashes indicate italics. It is not necessary to write the publisher address/city.

Example: [61]

If there is more than one edition, add something like

`authors (YYYY). //title//. 2nd ed. publisher.`

## Journals

`authors (YYYY). title. //journalname// volume, pages.`

The forward slashes indicate italics. There is usually no need to give the number or month of an article. Example: [12]

## Book chapter, in-collections and similar

`authors (YYYY). title, in: editors (eds). //booktitle//. publisher.`

The forward slashes indicate italics. Example: [15]

# Linking

It is often helpful to directly link items in the bibliography (ie, books or papers) to content on the web. In particular when it comes to books, there is of course a dilemma as the wiki should not become too commercial, but then on the other hand few people would object if their books received a bit of ‘promotion’.

## Books

If there is a legal online version of book on the web, this should be the first priority for linking. If not, you may link directly to the publisher. In general, do not link to booksellers like amazon or similar. This involves no judgement about the quality of these companies, but rather reflects the desire to keep the wiki academic, and not to make it a commercial site.

## Journals

Even though JStor and ScienceDirect can be accessed from most universities, a large potential audience for the wiki comes from non-academics. Hence, for people here it will be difficult to obtain relevant papers. The preferred approach is to give the full citation of a published paper (Journal, Volumne, etc.), but then, if the paper is somewhere to be found on the web, add a remark/link like ‘freely available from SSRN’, or ‘latest version prior to publication from author's website’. So, if you link a citation, the preferred ordering should be freely available but managed repositories like SSRN or similar outlets, then the author's webpage, then Jstor/ScienceDirect, only finally the journal itself.

And of course, if the paper is in the COMISEF Working Paper Series, do not forget to link it appropriately.

*Wilmott*, January, 83–92.

*Mathematical Finance*9, 203–228.

*Practical Portfolio Performance Measurement and Attribution*. 2nd ed. Wiley.

*Journal of Financial Economics*55, 205-238.

*Handbook of Financial Econometrics*. Elsevier.

*Journal of Finance*54, 655-671.

*Review of Financial Studies*.

*Tinbergen Institute Discussion Paper*2007-043/4.

*Ecological Modelling*215, 293-300.

*Journal of Econometrics*130, 337-364.

*Journal of Computational Physics*90, 161-175.

*Applied Stochastic Models and Data Analysis*8, 159-178.

*Proceedings of the Sixth International Symposium on Micromachine and Human Science*. Nagoya, Japan.

*Handbook of Heavy Tailed Distributions in Finance*. Elsevier.

*Practical Optimization*. Elsevier.

*Journal of Risk*8, 1-18.

*Journal of Asset Management*12, 94-108.

*Handbook on Computational Econometrics*. Elsevier.

*Numerical Methods and Optimization in Finance*. Elsevier.

*Handbook on Information Technology in Finance*. Springer.

*COMISEF Working Paper Series*11.

*Research Paper Series 08-12, Swiss Finance Institute*.

*Tabu search*. Kluwer.

*Econometric Analysis*. 5th ed. Pearson Education.

*Review of Financial Studies*6, 327–343.

*Handbook of Writing for the Mathematical Sciences*. Cambridge University Press.

*Annals of Mathematical Statistics*7, 29-43.

*Monte Carlo methods in finance*. Wiley.

*Financial Analysts Journal*63, 19-26.

*Operations Research*53, 586-599.

*Journal of Performance Measurement*8, 42-54.

*AIMA Newsletter*.

*Schmalenbach Business Review*58, 332-348.

*Science*220, 671-680.

*Computational Statistics & Data Analysis*52, 68-87.

*Journal of Portfolio Management*34, 12-38.

*Investment Science*. Oxford University Press.

*Portfolio Management with Heuristic Optimization*. Springer.

*Journal of Finance*7, 77-91.

*Physics Letters A*146, 204-208.

*Journal of Business*60, 473-489.

*Robust Regression and Outlier Detection*. Wiley.

*Differential evolution: A Practical Approach to Global Optimization*. Springer.

*R: A Language and Environment for Statistical Computing*. R Foundation for Statistical Computing. http://www.R-project.org.

*Journal of Computational and Graphical Statistics*15, 414–427.

*Portfolio Construction and Risk Budgeting*. 2nd ed. Risk Books.

*Journal of Portfolio Management*21, 49-58.

*Journal of Portfolio Management*26, 50-58.

*Journal of Global Optimization*11, 341-359.

*IMF Working Paper*94/114.

*tseries: Time Series Analysis and Computational Finance*. R package version 0.10-18. available from CRAN.

*The Visual Display of Quantitative Information*. 2nd ed. Graphics Press.

*quadprog: Functions to solve Quadratic Programming Problems.*R package version 1.4-11. available from CRAN.

*robustbase: Basic Robust Statistics*R package version 0.4-5. available from CRAN.

*Modern Applied Statistics with S*. 4th ed. Springer.

*Optimization Heuristics in Econometrics: Applications of Threshold Accepting*. Wiley.