Distributionally robust profit opportunities (Q2661601): Difference between revisions

@@ Property / DOI @@
-.1016/j.orl.2020.12.001
@@ Property / DOI: 10.1016/j.orl.2020.12.001 / rank @@
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-Q185359
@@ Property / author: Q185359 / rank @@
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@@ Property / author @@
+Shu-Zhong Zhang
@@ Property / author: Shu-Zhong Zhang / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W3113306348
@@ Property / OpenAlex ID: W3113306348 / rank @@
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@@ Property / cites work @@
+Robust Wasserstein profile inference and applications to machine learning
+Normal rank
@@ Property / cites work @@
+Quantifying Distributional Model Risk via Optimal Transport
+Normal rank
@@ Property / cites work @@
+Wasserstein Distance and the Distributionally Robust TSP
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@@ Property / cites work @@
+When all risk-adjusted performance measures are the same: in praise of the Sharpe ratio
+Normal rank
@@ Property / cites work @@
+Optimization Methods in Finance
@@ Property / cites work: Optimization Methods in Finance / rank @@
+Normal rank
@@ Property / cites work @@
+Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
+Normal rank
@@ Property / cites work @@
+Stability of no-arbitrage property under model uncertainty
+Normal rank
@@ Property / cites work @@
+Robust profit opportunities in risky financial portfolios
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@@ Property / cites work @@
+On Cones of Nonnegative Quadratic Functions
@@ Property / cites work: On Cones of Nonnegative Quadratic Functions / rank @@
+Normal rank
@@ Property / cites work @@
+New Results on Quadratic Minimization
@@ Property / cites work: New Results on Quadratic Minimization / rank @@
+Normal rank
@@ Property / cites work @@
+Data-driven risk-averse stochastic optimization with Wasserstein metric
+Normal rank
@@ Property / DOI @@
+.1016/J.ORL.2020.12.001
@@ Property / DOI: 10.1016/J.ORL.2020.12.001 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2661601