Wei Chen, Yun Wang, Mukesh Kumar Mehlawat. A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs. Annals OR, 269(1-2):129-147, 2018. [doi]
@article{ChenWM18,
title = {A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs},
author = {Wei Chen and Yun Wang and Mukesh Kumar Mehlawat},
year = {2018},
doi = {10.1007/s10479-016-2365-3},
url = {https://doi.org/10.1007/s10479-016-2365-3},
researchr = {https://researchr.org/publication/ChenWM18},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {269},
number = {1-2},
pages = {129-147},
}