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

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Liping Pang, Shuangyu Li (2025)

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DOI: 10.1007/S11075-024-01947-0

access: closed

type: Journal Article

metadata version: 2025-07-31

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Liping Pang, Shuangyu Li:
Discrete level-bundle method for mean-CVaR portfolio optimization with cardinality constraint. Numer. Algorithms 99(4): 2137-2172 (2025)

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