Time-Varying Mean-Variance Portfolio Selection under Transaction Costs and Cardinality Constraint Problem via Beetle Antennae Search Algorithm (BAS)
2011 ◽
Vol 3
(9)
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pp. 392-399
2013 ◽
Vol 9
(3)
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pp. 643-656
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2016 ◽
Vol 85
◽
pp. 49-72
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Keyword(s):
2011 ◽
Vol 35
(8)
◽
pp. 1369-1385
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