Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453)
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scientific article; zbMATH DE number 7682496
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty |
scientific article; zbMATH DE number 7682496 |
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Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (English)
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5 May 2023
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portfolio selection
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multi-period
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mean-variance
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distributionally robust optimization
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Wasserstein metric
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