Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm Journal Articles uri icon

Overview

Published in

  • Expert Systems with Applications

Time

Date/time value

  • 2009

Identity

Digital Object Identifier (DOI)

  • 10.1016/j.eswa.2008.06.007

Additional Document Info

Parent Title

  • EXPERT SYSTEMS WITH APPLICATIONS

Volume

  • 36

Issue

  • 3

Publisher

  • Pergamon