"Markowitz-based portfolio selection with minimum transaction lots, ..."

Hamed Soleimani, Hamid Reza Golmakani, Mohammad Hossein Salimi (2009)

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DOI: 10.1016/J.ESWA.2008.06.007

access: closed

type: Journal Article

metadata version: 2017-05-26

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Hamed Soleimani, Hamid Reza Golmakani, Mohammad Hossein Salimi:
Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm. Expert Syst. Appl. 36(3): 5058-5063 (2009)

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