Hamed Soleimani, Hamid Reza Golmakani, Mohammad Hossein Salimi. Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm. Expert Syst. Appl., 36(3):5058-5063, 2009. [doi]
@article{SoleimaniGS09,
title = {Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm},
author = {Hamed Soleimani and Hamid Reza Golmakani and Mohammad Hossein Salimi},
year = {2009},
doi = {10.1016/j.eswa.2008.06.007},
url = {http://dx.doi.org/10.1016/j.eswa.2008.06.007},
tags = {rule-based, constraints},
researchr = {https://researchr.org/publication/SoleimaniGS09},
cites = {0},
citedby = {0},
journal = {Expert Syst. Appl.},
volume = {36},
number = {3},
pages = {5058-5063},
}