View in EDS HTML Full Text PDF Full Text

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

Saved in:
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
Full text is not displayed to guests.
FullText Links:
  – Type: pdflink
Text:
  Availability: 1
Header DbId: msf
DbLabel: Mathematics Source
An: 186645379
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Discrete level-bundle method for mean-CVaR portfolio optimization with cardinality constraint.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Pang%2C+Liping%22">Pang, Liping</searchLink><relatesTo>1,2</relatesTo> (AUTHOR)<i> lppang@dlut.edu.cn</i><br /><searchLink fieldCode="AR" term="%22Li%2C+Shuangyu%22">Li, Shuangyu</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> shuangyuli@mail.dlut.edu.cn</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Numerical+Algorithms%22">Numerical Algorithms</searchLink>. Aug2025, Vol. 99 Issue 4, p2137-2172. 36p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=186645379
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1007/s11075-024-01947-0
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 36
        StartPage: 2137
    Titles:
      – TitleFull: Discrete level-bundle method for mean-CVaR portfolio optimization with cardinality constraint.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Pang, Liping
      – PersonEntity:
          Name:
            NameFull: Li, Shuangyu
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 08
              Text: Aug2025
              Type: published
              Y: 2025
          Identifiers:
            – Type: issn-print
              Value: 10171398
          Numbering:
            – Type: volume
              Value: 99
            – Type: issue
              Value: 4
          Titles:
            – TitleFull: Numerical Algorithms
              Type: main
ResultId 1