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Gumsong Jo, Duson Kim, Namung Ri, Hoyong Kim
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DOI:10.17265/2328-7144/2020.02.002
Kim Il Sung University, Pyongyang, Democratic People’s Republic of Korea
portfolio tselection, cardinality, efficient frontier, geneic algorithm (GA), Sharpe ratio
Economics World, Apr.-Jun. 2020, Vol.8, No.2, 51-63 doi: 10.17265/2328-7144/2020.02.002
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