# Model and efficient algorithm for the portfolio selection problem with real‐world constraints under value‐at‐risk measure

> Research article (International Transactions in Operational Research, 2023) · cited 12× · AI/ML

**Wikidata**: [openalex:W4313524848](https://www.wikidata.org/wiki/openalex:W4313524848)  
**Source**: https://4ort.xyz/entity/model-and-efficient-algorithm-for-the-portfolio-selection-problem-with-realworld-constraints-under-valueatrisk-measure