\(\alpha\)-robust portfolio optimization problem under the distribution uncertainty
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Publication:2691274
DOI10.3934/jimo.2022054OpenAlexW4225947502MaRDI QIDQ2691274
Dong Ma, Zhao Peibiao, Shihan Di
Publication date: 29 March 2023
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2022054
robust portfolio optimizationsafety-firstdistribution uncertainty\(\alpha\)-robustgeneralized Chebyshev's inequality
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