APA (7th ed.) Citation

Wang, S., Pang, L., Wang, S., & Zhang, H. (2026). Distributionally Robust Mean-CVaR Portfolio Optimization with Cardinality Constraint. Journal of the Operations Research Society of China, 14(1), 179. https://doi.org/10.1007/s40305-023-00512-1

Chicago Style (17th ed.) Citation

Wang, Shuang, Li-Ping Pang, Shuai Wang, and Hong-Wei Zhang. "Distributionally Robust Mean-CVaR Portfolio Optimization with Cardinality Constraint." Journal of the Operations Research Society of China 14, no. 1 (2026): 179. https://doi.org/10.1007/s40305-023-00512-1.

MLA (9th ed.) Citation

Wang, Shuang, et al. "Distributionally Robust Mean-CVaR Portfolio Optimization with Cardinality Constraint." Journal of the Operations Research Society of China, vol. 14, no. 1, 2026, p. 179, https://doi.org/10.1007/s40305-023-00512-1.