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Discrete level-bundle method for mean-CVaR portfolio optimization with cardinality constraint.

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Bibliographic Details
Title: Discrete level-bundle method for mean-CVaR portfolio optimization with cardinality constraint.
Authors: Pang, Liping1,2 (AUTHOR) lppang@dlut.edu.cn, Li, Shuangyu1 (AUTHOR) shuangyuli@mail.dlut.edu.cn
Source: Numerical Algorithms. Aug2025, Vol. 99 Issue 4, p2137-2172. 36p.
Database: Mathematics Source
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Description
ISSN:10171398
DOI:10.1007/s11075-024-01947-0