Portfolio Optimization within a Wasserstein Ball (Q6091091)
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scientific article; zbMATH DE number 7770149
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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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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0.7512752413749695
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0.7432713508605957
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0.7364044189453125
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0.7336775064468384
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0.7284687757492065
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