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"Mean-semivariance portfolio optimization with multiobjective evolutionary ..."
Luís Lobato Macedo, Pedro Godinho, Maria João Alves (2017)
- Luís Lobato Macedo
, Pedro Godinho
, Maria João Alves
:
Mean-semivariance portfolio optimization with multiobjective evolutionary algorithms and technical analysis rules. Expert Syst. Appl. 79: 33-43 (2017)
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