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Time-Varying Mean-Variance Portfolio Selection under Transaction Costs and Cardinality Constraint Problem via Beetle Antennae Search Algorithm (BAS)

Published Online: 2021-03-29

Published Print: 2021-06

Authors

Katsikis, Vasilios N. https://orcid.org/0000-0002-8208-9656
Mourtas, Spyridon D.

Stanimirović, Predrag S.

Li, Shuai

Cao, Xinwei
License Information

Text and Data Mining valid from 2021-03-29

Version of Record valid from 2021-03-29
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Article History

Received: 12 September 2020

Accepted: 18 February 2021

First Online: 29 March 2021

Declarations

:

: The authors declare that they have no conflict of interest.

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