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]

@article{MishraPM16,
  title = {Prediction based mean-variance model for constrained portfolio assets selection using multiobjective evolutionary algorithms},
  author = {Sudhansu Kumar Mishra and Ganapati Panda and Babita Majhi},
  year = {2016},
  doi = {10.1016/j.swevo.2016.01.007},
  url = {http://dx.doi.org/10.1016/j.swevo.2016.01.007},
  researchr = {https://researchr.org/publication/MishraPM16},
  cites = {0},
  citedby = {0},
  journal = {Swarm and Evolutionary Computation},
  volume = {28},
  pages = {117-130},
}