Multiobjective optimization using differential evolution for real-world portfolio optimization
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Bibliographic InfoArticle provided by Springer in its journal Computational Management Science.
Volume (Year): 8 (2011)
Issue (Month): 1 (April)
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Web page: http://www.springerlink.com/link.asp?id=111894
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- Ankit Dangi, 2013. "Financial Portfolio Optimization: Computationally guided agents to investigate, analyse and invest!?," Papers 1301.4194, arXiv.org.
- Monica Billio & Massimiliano Caporin & Michele Costola, 2012. "Backward/forward optimal combination of performance measures for equity screening," Working Papers 2012_13, Department of Economics, University of Venice "Ca' Foscari".
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