KDE distributionally robust portfolio optimization with higher moment coherent risk (Q2070731)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | KDE distributionally robust portfolio optimization with higher moment coherent risk |
scientific article |
Statements
KDE distributionally robust portfolio optimization with higher moment coherent risk (English)
0 references
24 January 2022
0 references
portfolio optimization
0 references
higher moment coherent risk
0 references
kernel density estimation
0 references
distributionally robust optimization
0 references
0 references
0 references
0 references
0 references
0 references
