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Sparse extended mean-variance-CVaR portfolios with short-selling

Crossref DOI link: https://doi.org/10.1007/s13160-025-00760-z

Published Online: 2026-02-05

Published Print: 2026-02

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Mousavi, Ahmad https://orcid.org/0000-0003-4518-5857
Salahi, Maziar

Boukouvalas, Zois
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Text and Data Mining valid from 2026-02-01

Version of Record valid from 2026-02-05
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Article History

Received: 4 April 2025

Revised: 27 September 2025

Accepted: 11 December 2025

First Online: 5 February 2026