A Realistic Approach to Evolutionary Multiobjective Portfolio Optimization. Chiam, S. C., Mamun, A. A., & Low, Y. L. In 2007 IEEE Congress on Evolutionary Computation (CEC'2007), pages 204--211, Singapore, September, 2007. IEEE Press.
bibtex   
@inproceedings{Chiam07c,
   author = {S. C. Chiam and A. Al Mamun and Y. L. Low},
   title = {A {R}ealistic {A}pproach to {E}volutionary {M}ultiobjective {P}ortfolio
   {O}ptimization},
   booktitle = {2007 IEEE Congress on Evolutionary Computation (CEC'2007)},
   pages = {204--211},
   publisher = {IEEE Press},
   address = {Singapore},
   month = {September},
   year = {2007}
}

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