Extended mean-variance model for reliable evolutionary portfolio optimization. Garcia, S., Quintana, D., Galvan, I. M., & Isasi, P. AI Communications, 27(3):315--324, 2014.
bibtex   
@article{Garcia14d, 
  author 	= {Sandra Garcia and David Quintana and InS M. Galvan and Pedro Isasi},
  title 		= {{Extended mean-variance model for reliable evolutionary portfolio optimization}},
  journal 	= {AI Communications}, 
  volume 	= {27},
  number 	= {3},
  pages 	= {315--324},
  year 	= {2014}
}

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