Manrui Jiang, Weiyi Liu, Wen Xu, Wei Chen. Improved multiobjective bat algorithm for the credibilistic multiperiod mean-VaR portfolio optimization problem. Soft Comput., 25(8):6445-6467, 2021. [doi]
@article{JiangLXC21,
title = {Improved multiobjective bat algorithm for the credibilistic multiperiod mean-VaR portfolio optimization problem},
author = {Manrui Jiang and Weiyi Liu and Wen Xu and Wei Chen},
year = {2021},
doi = {10.1007/s00500-021-05638-z},
url = {https://doi.org/10.1007/s00500-021-05638-z},
researchr = {https://researchr.org/publication/JiangLXC21},
cites = {0},
citedby = {0},
journal = {Soft Comput.},
volume = {25},
number = {8},
pages = {6445-6467},
}