A novel hybrid algorithm for mean-CVaR portfolio selection with real-world constraints

Quande Qin, Li Li, Shi Cheng

Research output: Journal PublicationArticlepeer-review

7 Citations (Scopus)

Fingerprint

Dive into the research topics of 'A novel hybrid algorithm for mean-CVaR portfolio selection with real-world constraints'. Together they form a unique fingerprint.

Mathematics

Keyphrases

Computer Science