scientific article; zbMATH DE number 7652673
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Publication:5873991
zbMath1504.91289MaRDI QIDQ5873991
Ning Zhang, Lei Sun, Jingnan Chen
Publication date: 10 February 2023
Full work available at URL: http://yokohamapublishers.jp/online2/oppjo/vol18/p679.html
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
transaction costsportfolio selectiondistributionally robust optimization\(\ell_1\) regularizationworst-case optimized certainty equivalence
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