Distributionally Robust Mean-CVaR Portfolio Optimization with Cardinality Constraint.
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| Title: | Distributionally Robust Mean-CVaR Portfolio Optimization with Cardinality Constraint. |
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| 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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