On the use of optimization models for portfolio selection: a review and some computational results

Profilio Selection Using the Adelais Multiobjective Linear Programming System

Computational Economics

A multicriteria methodology for equity selection using financial analysis

Computers and Operations Research

Equity portfolio construction and selection using multiobjective mathematical programming

Journal of Global Optimization

Possibilistic Approaches to Portfolio Selection Problem with General Transaction Costs and a CLPSO Algorithm

Computational Economics

Asset portfolio optimization using support vector machines and real-coded genetic algorithm

Journal of Global Optimization

Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems

Journal of Global Optimization