Evolutionary Optimization of Constrained k -Means Clustered Assets for Diversification in Small Portfolios

G. A. Vijayalakshmi Pai, Thierry Michel. Evolutionary Optimization of Constrained k -Means Clustered Assets for Diversification in Small Portfolios. IEEE Trans. Evolutionary Computation, 13(5):1030-1053, 2009. [doi]

Abstract

Abstract is missing.