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scientific article; zbMATH DE number 7652673
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|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 7652673 |
Statements
10 February 2023
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portfolio selection
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distributionally robust optimization
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transaction costs
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\(\ell_1\) regularization
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worst-case optimized certainty equivalence
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0.8419432640075684
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0.8394640684127808
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0.8367111682891846
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0.8347922563552856
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0.8200632929801941
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