"Worst-Case Higher Moment Coherent Risk Based on Optimal Transport with ..."

Wei Liu, Yang Liu (2022)

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DOI: 10.3390/SYM14010138

access: open

type: Journal Article

metadata version: 2022-03-15

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  - https://dblp.org/rec/journals/symmetry/LiuL22
Wei Liu, Yang Liu:
Worst-Case Higher Moment Coherent Risk Based on Optimal Transport with Application to Distributionally Robust Portfolio Optimization. Symmetry 14(1): 138 (2022)

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