Model and efficient algorithm for the portfolio selection problem with real-world constraints under value-at-risk measure

Farnaz Hooshmand, Z. Anoushirvani, S. A. MirHassani. Model and efficient algorithm for the portfolio selection problem with real-world constraints under value-at-risk measure. ITOR, 30(5):2665-2690, 2023. [doi]

Abstract

Abstract is missing.