Integrated Metaheuristic Optimization of 130-30 Investment-Strategy-Based Long-Short Portfolios

G. A. Vijayalakshmi Pai, Thierry Michel. Integrated Metaheuristic Optimization of 130-30 Investment-Strategy-Based Long-Short Portfolios. Int. Syst. in Accounting, Finance and Management, 19(1):43-74, 2012. [doi]

Abstract

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