Portfolio Optimization within a Wasserstein Ball (Q6091091): Difference between revisions

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Latest revision as of 14:16, 19 August 2024

scientific article; zbMATH DE number 7770149
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English
Portfolio Optimization within a Wasserstein Ball
scientific article; zbMATH DE number 7770149

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    Portfolio Optimization within a Wasserstein Ball (English)
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    23 November 2023
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    portfolio allocation
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    Wasserstein distance
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    risk measures
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    copula
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