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Mean-CVaR Portfolio Optimization Approaches with Variable Cardinality Constraint and Rebalancing Process.

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Title: Mean-CVaR Portfolio Optimization Approaches with Variable Cardinality Constraint and Rebalancing Process.
Authors: Ferreira, Fernando G. D. C.1, fernandogdcf@gmail.com, Cardoso, Rodrigo T. N.1
Source: Archives of Computational Methods in Engineering; Aug2021, Vol. 28 Issue 5, p3703-3720, 18p
Database: Applied Science & Technology Source
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        Value: 10.1007/s11831-020-09522-1
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      – Code: eng
        Text: English
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        PageCount: 18
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      – TitleFull: Mean-CVaR Portfolio Optimization Approaches with Variable Cardinality Constraint and Rebalancing Process.
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              Text: Aug2021
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              Y: 2021
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