Funder
National Natural Science Foundation of China
Natural Science Foundation of Jiangsu Province
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization,Computer Science Applications
Reference55 articles.
1. Al Janabi, M.A.M., Hernandez, J.A., Berger, T., Khuong, N.D.: Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. Eur. J. Oper. Res. 259(3), 1121–1131 (2017)
2. Ambrosio, L., Gigli, N.: A user’s guide to optimal transport. In: Modelling and optimisation of flows on networks. Springer, 1–155 (2013)
3. Bertsekas, D.P.: Convex Optimization Theory. Athena Scientific Belmont, Belmont (2009)
4. Blanchet, J., Chen, L., Zhou, X.Y.: Distributionally robust mean-variance portfolio selection with wasserstein distances (2018)
5. Calafiore, G.C.: Ambiguous risk measures and optimal robust portfolios. SIAM J. Optim. 18(3), 853–877 (2007)
Cited by
11 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献