Distributionally robust portfolio optimization under marginal and copula ambiguity (Q6655814)
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scientific article; zbMATH DE number 7960854
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributionally robust portfolio optimization under marginal and copula ambiguity |
scientific article; zbMATH DE number 7960854 |
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Distributionally robust portfolio optimization under marginal and copula ambiguity (English)
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27 December 2024
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portfolio optimization
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distributionally robust optimization
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Wasserstein metric
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copula
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