Dynamic mean-variance hybrid portfolio optimization with spectral risk regulation

Operations Research Letters 2026

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Authors: Jianjun Gao, Siya Liu, Yu Lin, Weiping Wu, Ke Zhou
DOI: 10.1016/j.orl.2026.107411
Cited by: 1
References: 32

Fields of Study & Subjects

Risk and Portfolio Optimization Stochastic processes and financial applications Financial Risk and Volatility Modeling

Publication details

Journal / source
Operations Research Letters
Publisher
Elsevier BV
Volume
65
Pages
107411–107411
Publication date
11 January 2026
Language
EN