Prediction based mean-variance model for constrained portfolio assets selection using multiobjective evolutionary algorithms

Sudhansu Kumar Mishra, Ganapati Panda, Babita Majhi. Prediction based mean-variance model for constrained portfolio assets selection using multiobjective evolutionary algorithms. Swarm and Evolutionary Computation, 28:117-130, 2016. [doi]

Authors

Sudhansu Kumar Mishra

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Ganapati Panda

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Babita Majhi

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