Heuristics for Cardinality Constrained Portfolio Optimization. Chang, T. J., Meade, N., & Beasley, J. E. Technical Report The Management School, Imperial College, London SW7 2AZ, England, May, 1998.
bibtex   
@techreport{Chang98,
   author = {T. J. Chang and N. Meade and J. E. Beasley},
   address = {London SW7 2AZ, England},
   institution = {The Management School, Imperial College},
   key = {Chang et al., 1998},
   month = {May},
   title = {Heuristics for {C}ardinality {C}onstrained {P}ortfolio
{O}ptimization},
   year = {1998}
}
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