Cardinality constrained portfolio optimisation. Fieldsend, J., Matatko, J., & Peng, M. In Yang, Z., Everson, R., & Yin, H., editors, Proceedings of the Fifth International Conference on Intelligent Data Engineering and Automated Learning (IDEAL'04), pages 788--793, August, 2004. Springer-Verlag. Lecture Notes in Computer Science Vol. 3177. bibtex @inproceedings{Fieldsend04b,
author = {J.E. Fieldsend and J. Matatko and M. Peng},
title = {Cardinality constrained portfolio optimisation},
booktitle = {Proceedings of the Fifth International Conference on Intelligent
Data Engineering and Automated Learning (IDEAL'04)},
editor = {Z.R. Yang and R. Everson and H. Yin},
pages = {788--793},
publisher = {Springer-Verlag. Lecture Notes in Computer Science Vol. 3177},
month = {August},
year = {2004}
}
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