The mean-variance cardinality constrained portfolio optimization problem using a local search-based multi-objective evolutionary algorithm

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]

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