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Data-Driven Optimization of Reward-Risk Ratio Measures - MaRDI portal

Data-Driven Optimization of Reward-Risk Ratio Measures (Q5085482)

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scientific article; zbMATH DE number 7548829
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English
Data-Driven Optimization of Reward-Risk Ratio Measures
scientific article; zbMATH DE number 7548829

    Statements

    title
    Data-Driven Optimization of Reward-Risk Ratio Measures (English)
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    author
    Ran Ji
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    Miguel A. Lejeune
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    publication date
    27 June 2022
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    zbMATH Keywords
    data-driven optimization
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    distributionally robust optimization
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    reward-risk ratio
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    Wasserstein metric
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    fractional programming
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    cites work
    Q5543208
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    Identifiers

    zbMATH DE Number
    7548829
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    OpenAlex ID
    W3123788783
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