Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm

标题
Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm
作者
关键词
-
出版物
EXPERT SYSTEMS WITH APPLICATIONS
Volume 36, Issue 3, Pages 5058-5063
出版商
Elsevier BV
发表日期
2008-06-16
DOI
10.1016/j.eswa.2008.06.007

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