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  1. 1
    An L_1 then L_0 approach to the cardinality constrained mean-variance and mean-CVaR portfolio optimization problems

    An L_1 then L_0 approach to the cardinality constrained mean-variance and mean-CVaR portfolio optimization problems by Maziar Salahi, Tahereh Khodamoradi

    Published 2024-07-01
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  2. 2
    Mean-standard deviation-conditional value-at-risk portfolio optimization

    Mean-standard deviation-conditional value-at-risk portfolio optimization by Maziar Salahi, Tahereh Khodamoradi, Abdelouahed Hamdi

    Published 2023-09-01
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