Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1
Chinese Journal of Engineering Mathematics
A Distributionally Robust Index Tracking Model with the CVaR Penalty: Tractable Reformulation
WANG Ruyu, HU Yaozhong, ZHANG Chao
Chinese Journal of Engineering Mathematics . 2023, (6): 851 -869 .  DOI: 10.3969/j.issn.1005-3085.2023.06.001