Portfolio Optimization within a Wasserstein Ball (Q6091091): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4388296094 / rank | |||
Normal rank | |||
Revision as of 10:01, 30 July 2024
scientific article; zbMATH DE number 7770149
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Optimization within a Wasserstein Ball |
scientific article; zbMATH DE number 7770149 |
Statements
Portfolio Optimization within a Wasserstein Ball (English)
0 references
23 November 2023
0 references
portfolio allocation
0 references
Wasserstein distance
0 references
risk measures
0 references
copula
0 references
