Multiobjective Algorithms with Resampling for Portfolio Optimization. Garcia, S., Quintana, D., Galvan, I. M., & Isasi, P. Computing and Informatics, 32(4):777--796, 2013.
bibtex   
@article{Garcia13b,
  author = {Sandra Garcia and David Quintana and Ines M. Galvan and Pedro Isasi},
  title = {{Multiobjective Algorithms with Resampling for Portfolio Optimization}},
  journal = {Computing and Informatics},
  volume = {32},
  number = {4},
  pages = {777--796},
  year = {2013},
}

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