A model for portfolio selection with order of expected returns

Yusen Xia, Baoding Liu, Shouyang Wang, Kin Keung Lai. A model for portfolio selection with order of expected returns. Computers & OR, 27(5):409-422, 2000. [doi]

@article{XiaLWL00,
  title = {A model for portfolio selection with order of expected returns},
  author = {Yusen Xia and Baoding Liu and Shouyang Wang and Kin Keung Lai},
  year = {2000},
  doi = {10.1016/S0305-0548(99)00059-3},
  url = {http://dx.doi.org/10.1016/S0305-0548(99)00059-3},
  researchr = {https://researchr.org/publication/XiaLWL00},
  cites = {0},
  citedby = {0},
  journal = {Computers & OR},
  volume = {27},
  number = {5},
  pages = {409-422},
}