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"A multi-objective evolutionary algorithm for a class of mean-variance ..."

Yuri Laio T. V. Silva, Ana Beatriz Herthel, Anand Subramanian (2019)

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DOI: 10.1016/J.ESWA.2019.05.018

access: closed

type: Journal Article

metadata version: 2020-10-26

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Yuri Laio T. V. Silva, Ana Beatriz Herthel, Anand Subramanian:
A multi-objective evolutionary algorithm for a class of mean-variance portfolio selection problems. Expert Syst. Appl. 133: 225-241 (2019)

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