Distributionally robust profit opportunities (Q2661601): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.orl.2020.12.001 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.ORL.2020.12.001 / rank | |||
Normal rank | |||
Latest revision as of 14:30, 19 December 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
0 references
