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Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty - MaRDI portal

Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty

From MaRDI portal
Publication:6039453

DOI10.1016/j.apm.2022.12.037zbMath1510.91155MaRDI QIDQ6039453

Kexin Sun, Zhongming Wu

Publication date: 5 May 2023

Published in: Applied Mathematical Modelling (Search for Journal in Brave)






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