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. [doi]
@article{ChenLZXZ17,
title = {The mean-variance cardinality constrained portfolio optimization problem using a local search-based multi-objective evolutionary algorithm},
author = {Bili Chen and Yangbin Lin and Wenhua Zeng and Hang Xu and Defu Zhang},
year = {2017},
doi = {10.1007/s10489-017-0898-z},
url = {https://doi.org/10.1007/s10489-017-0898-z},
researchr = {https://researchr.org/publication/ChenLZXZ17},
cites = {0},
citedby = {0},
journal = {Appl. Intell.},
volume = {47},
number = {2},
pages = {505-525},
}