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Distributionally robust portfolio optimization under marginal and copula ambiguity - MaRDI portal

Distributionally robust portfolio optimization under marginal and copula ambiguity

From MaRDI portal
Publication:6655814

DOI10.1007/s10957-024-02550-yMaRDI QIDQ6655814

Zhengyang Fan, Miguel A. Lejeune, Ran Ji

Publication date: 27 December 2024

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)






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