A novel hybrid model for portfolio selection. Ong, C., Huang, H., & Tzeng, G. Applied Mathematics and Computation, 169(2):1195--1210, October, 2005.
bibtex   
@article{Ong05,
   author = {C.S. Ong and H.J. Huang and G.H. Tzeng},
   title = {A novel hybrid model for portfolio selection},
   journal = {Applied Mathematics and Computation},
   volume = {169},
   number = {2},
   pages = {1195--1210},
   month = {October},
   year = {2005}
}
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