Heuristics for cardinality constrained portfolio optimisation

T.-J. Chang, Nigel Meade, J. E. Beasley, Yazid M. Sharaiha. Heuristics for cardinality constrained portfolio optimisation. Computers & OR, 27(13):1271-1302, 2000. [doi]

@article{ChangMBS00,
  title = {Heuristics for cardinality constrained portfolio optimisation},
  author = {T.-J. Chang and Nigel Meade and J. E. Beasley and Yazid M. Sharaiha},
  year = {2000},
  doi = {10.1016/S0305-0548(99)00074-X},
  url = {http://dx.doi.org/10.1016/S0305-0548(99)00074-X},
  researchr = {https://researchr.org/publication/ChangMBS00},
  cites = {0},
  citedby = {0},
  journal = {Computers & OR},
  volume = {27},
  number = {13},
  pages = {1271-1302},
}