Discrete level-bundle method for mean-CVaR portfolio optimization with cardinality constraint (Q6950233)
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scientific article; zbMATH DE number 8072357
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| default for all languages | No label defined |
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| English | Discrete level-bundle method for mean-CVaR portfolio optimization with cardinality constraint |
scientific article; zbMATH DE number 8072357 |
Statements
Discrete level-bundle method for mean-CVaR portfolio optimization with cardinality constraint (English)
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31 July 2025
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discrete level-bundle
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cardinality constraint
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portfolio optimization
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complexity analysis
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conditional value-at-risk
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