Markowitz-based portfolio selection with cardinality constraints using improved particle swarm optimization

Title
Markowitz-based portfolio selection with cardinality constraints using improved particle swarm optimization
Authors
Keywords
-
Journal
EXPERT SYSTEMS WITH APPLICATIONS
Volume 39, Issue 4, Pages 4558-4566
Publisher
Elsevier BV
Online
2011-10-17
DOI
10.1016/j.eswa.2011.09.129

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