"A New Data-Driven Distributionally Robust Portfolio Optimization Method ..."

Ningning Du, Yankui Liu, Ying Liu (2021)

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DOI: 10.1109/ACCESS.2020.3047967

access: open

type: Journal Article

metadata version: 2022-10-02

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Ningning Du, Yankui Liu, Ying Liu:
A New Data-Driven Distributionally Robust Portfolio Optimization Method Based on Wasserstein Ambiguity Set. IEEE Access 9: 3174-3194 (2021)

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