@techreport{deb2011effectiveness,
  title={On the effectiveness of a nsga-ii local search approach customized for portfolio optimization},
  author={Deb, K and Steuer, R and Tewari, R and Tewari, R},
  institution={Kanpur Genetic Algorithms Laboratory, Indian Institute of Technology Kanpur, Kalyanpur, Kanpur, Uttar Pradesh 208016, India},
  number={2011007},
  url={https://coin-lab.org/content/publications.html},
  year={2011}
}