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"Markowitz-based portfolio selection with cardinality constraints using ..."

Guang-Feng Deng, Woo-Tsong Lin, Chih-Chung Lo (2012)

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DOI: 10.1016/J.ESWA.2011.09.129

access: closed

type: Journal Article

metadata version: 2017-05-26

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  - https://dblp.org/rec/journals/eswa/DengLL12
Guang-Feng Deng, Woo-Tsong Lin, Chih-Chung Lo:
Markowitz-based portfolio selection with cardinality constraints using improved particle swarm optimization. Expert Syst. Appl. 39(4): 4558-4566 (2012)

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