Distributionally robust portfolio optimization under marginal and copula ambiguity
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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)
Cites Work
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