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Distributionally Robust Mean-CVaR Portfolio Optimization with Cardinality Constraint.

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Bibliographic Details
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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ISSN:2194668X
DOI:10.1007/s40305-023-00512-1