Constrained Portfolio Selection using Particle Swarm Optimization

Hamid Reza Golmakani, Mehrshad Fazel. Constrained Portfolio Selection using Particle Swarm Optimization. Expert Syst. Appl., 38(7):8327-8335, 2011. [doi]

@article{GolmakaniF11,
  title = {Constrained Portfolio Selection using Particle Swarm Optimization},
  author = {Hamid Reza Golmakani and Mehrshad Fazel},
  year = {2011},
  doi = {http://dx.doi.org/10.1016/j.eswa.2011.01.020},
  tags = {optimization},
  researchr = {http://researchr.org/publication/GolmakaniF11},
  cites = {0},
  citedby = {0},
  journal = {Expert Syst. Appl.},
  volume = {38},
  number = {7},
  pages = {8327-8335},
}