The mean-variance cardinality constrained portfolio optimization problem using a local search-based multi-objective evolutionary algorithm
Crossref DOI link: https://doi.org/10.1007/s10489-017-0898-z
Published Online: 2017-04-10
Published Print: 2017-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chen, Bili
Lin, Yangbin
Zeng, Wenhua
Xu, Hang
Zhang, Defu
License valid from 2017-04-10