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CVaR-based robust models for portfolio selection

  • * Corresponding author: Bin Li

    * Corresponding author: Bin Li 

The first and the third to fifth author were saddened by Grace's passing, and dedicate this joint paper to her memory

This work was partially supported by a grant from National Natural Science Foundation of China under number 61701124, a grant from Science and Technology on Space Intelligent Control Laboratory for National Defence, No. KGJZDSYS-2018-03, a grant from Sichuan Science and Technology Program under number 2019YJ0105, and a grant from Fundamental Research Funds for the Central Universities (China)

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