Distributionally robust profit opportunities (Q2661601): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q237883 |
||
| Property / author | |||
| Property / author: Q185359 / rank | |||
Revision as of 10:21, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributionally robust profit opportunities |
scientific article |
Statements
Distributionally robust profit opportunities (English)
0 references
7 April 2021
0 references
robust profit opportunities
0 references
Sharpe ratio
0 references
distributionally robust optimization
0 references
Wasserstein distance
0 references
Lagrangian duality
0 references
