An algorithm based on Mean-CVaR for selecting efficient portfolio with cardinality constraints
Publish Year: 1402
نوع سند: مقاله ژورنالی
زبان: English
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شناسه ملی سند علمی:
JR_IJIM-16-3_002
تاریخ نمایه سازی: 17 مهر 1403
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Authors
Farhad Hosseinzade Lotfi
Department of Mathematics, Science and Research Branch, Islamic Azad University, Tehran, Iran
Fatemeh Fattahi
Faculty of Mathematics and Computer Sciences, Kharazmi University, Tehran, Iran
S. Mehrabian
Department of Mathematics, Faculty of Mathematical Science Computer, Kharazmi University, Tehran, Iran.
A. Hadi
Department of Mathematics, Science and Research Branch, Islamic Azad University Tehran, Iran.
