The mean-variance cardinality constrained portfolio optimization problem: An experimental evaluation of five multiobjective evolutionary algorithms

@article{Anagnostopoulos2011TheMC,
  title={The mean-variance cardinality constrained portfolio optimization problem: An experimental evaluation of five multiobjective evolutionary algorithms},
  author={Konstantinos P. Anagnostopoulos and Georgios Mamanis},
  journal={Expert Syst. Appl.},
  year={2011},
  volume={38},
  pages={14208-14217}
}
0957-4174/$ see front matter 2011 Elsevier Ltd. A doi:10.1016/j.eswa.2011.04.233 ⇑ Corresponding author. Tel.: +3 

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