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"The mean-variance cardinality constrained portfolio optimization problem ..."

Bili Chen et al. (2017)

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DOI: 10.1007/S10489-017-0898-Z

access: closed

type: Journal Article

metadata version: 2017-08-24

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Bili Chen, Yangbin Lin, Wenhua Zeng, Hang Xu, Defu Zhang:
The mean-variance cardinality constrained portfolio optimization problem using a local search-based multi-objective evolutionary algorithm. Appl. Intell. 47(2): 505-525 (2017)

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