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Distributionally Robust Mean-CVaR Portfolio Optimization with Cardinality Constraint.

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Title: Distributionally Robust Mean-CVaR Portfolio Optimization with Cardinality Constraint.
Authors: Wang, Shuang1 (AUTHOR) shwang37@163.com, Pang, Li-Ping1,2 (AUTHOR) lppang@dlut.edu.cn, Wang, Shuai1 (AUTHOR) gacktshuaishuai@163.com, Zhang, Hong-Wei1,2 (AUTHOR) hwzhang@dlut.edu.cn
Source: Journal of the Operations Research Society of China. Mar2026, Vol. 14 Issue 1, p179-209. 31p.
Database: Mathematics Source
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DbLabel: Mathematics Source
An: 191605817
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PubType: Academic Journal
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  Data: Distributionally Robust Mean-CVaR Portfolio Optimization with Cardinality Constraint.
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  Data: <searchLink fieldCode="AR" term="%22Wang%2C+Shuang%22">Wang, Shuang</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> shwang37@163.com</i><br /><searchLink fieldCode="AR" term="%22Pang%2C+Li-Ping%22">Pang, Li-Ping</searchLink><relatesTo>1,2</relatesTo> (AUTHOR)<i> lppang@dlut.edu.cn</i><br /><searchLink fieldCode="AR" term="%22Wang%2C+Shuai%22">Wang, Shuai</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> gacktshuaishuai@163.com</i><br /><searchLink fieldCode="AR" term="%22Zhang%2C+Hong-Wei%22">Zhang, Hong-Wei</searchLink><relatesTo>1,2</relatesTo> (AUTHOR)<i> hwzhang@dlut.edu.cn</i>
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+the+Operations+Research+Society+of+China%22">Journal of the Operations Research Society of China</searchLink>. Mar2026, Vol. 14 Issue 1, p179-209. 31p.
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        Value: 10.1007/s40305-023-00512-1
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      – Code: eng
        Text: English
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        PageCount: 31
        StartPage: 179
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      – TitleFull: Distributionally Robust Mean-CVaR Portfolio Optimization with Cardinality Constraint.
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            NameFull: Wang, Shuang
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            NameFull: Pang, Li-Ping
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            NameFull: Wang, Shuai
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              Text: Mar2026
              Type: published
              Y: 2026
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