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Focuses on the optimization of stock-bond portfolio, This Paper defines stock-bond semi absolute deviation risk function. A mathematic model on stock-bond portfolio is established considering no long buying and short sales, transaction fees and units. A modified cuckoo search algorithm (MCS) is proposed joining three strategies of local search, self-adaption and intelligent learning. Owing to improve global search ability and enhance the stability of the optimal solution. MCS algorithm hasdoi:10.21311/001.39.10.08 fatcat:yrdetreimbcdvhizkyqk3i5roy