default search action
"Data-Driven Distributionally Robust CVaR Portfolio Optimization Under A ..."
Chi Seng Pun, Tianyu Wang, Zhenzhen Yan (2023)
- Chi Seng Pun, Tianyu Wang, Zhenzhen Yan:
Data-Driven Distributionally Robust CVaR Portfolio Optimization Under A Regime-Switching Ambiguity Set. Manuf. Serv. Oper. Manag. 25(5): 1779-1795 (2023)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.