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A new distributionally robust reward-risk model for portfolio optimization - MaRDI portal

A new distributionally robust reward-risk model for portfolio optimization

From MaRDI portal
Publication:6595260

DOI10.1515/math-2024-0010zbMATH Open1544.913MaRDI QIDQ6595260

Yijia Zhou, Li-Jun Xu

Publication date: 30 August 2024

Published in: Open Mathematics (Search for Journal in Brave)






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