Distributionally robust profit opportunities (Q2661601)
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scientific article; zbMATH DE number 7331238
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Distributionally robust profit opportunities |
scientific article; zbMATH DE number 7331238 |
Statements
Distributionally robust profit opportunities (English)
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7 April 2021
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robust profit opportunities
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Sharpe ratio
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distributionally robust optimization
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Wasserstein distance
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Lagrangian duality
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0.8065708875656128
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0.7958424687385559
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0.7928972840309143
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0.7870426177978516
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0.7623676657676697
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