BibTeX record journals/cor/MendesPPBLS16

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@article{DBLP:journals/cor/MendesPPBLS16,
  author       = {R. R. A. Mendes and
                  Anderson Paulo de Paiva and
                  Rog{\'{e}}rio Santana Peruchi and
                  Pedro Paulo Balestrassi and
                  Rafael Coradi Leme and
                  Messias Borges da Silva},
  title        = {Multiobjective portfolio optimization of {ARMA-GARCH} time series
                  based on experimental designs},
  journal      = {Comput. Oper. Res.},
  volume       = {66},
  pages        = {434--444},
  year         = {2016},
  url          = {https://doi.org/10.1016/j.cor.2015.05.001},
  doi          = {10.1016/J.COR.2015.05.001},
  timestamp    = {Tue, 18 Feb 2020 13:58:15 +0100},
  biburl       = {https://dblp.org/rec/journals/cor/MendesPPBLS16.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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