Wei Liu
From MaRDI portal
Person:1724183
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Kernel density estimation based distributionally robust mean-CVaR portfolio optimization Journal of Global Optimization | 2022-10-24 | Paper |
| KDE distributionally robust portfolio optimization with higher moment coherent risk Annals of Operations Research | 2022-01-24 | Paper |
| Wasserstein distributionally robust option pricing | 2021-07-01 | Paper |
| The distributionally robust optimization reformulation for stochastic complementarity problems Abstract and Applied Analysis | 2019-02-14 | Paper |
Research outcomes over time
This page was built for person: Wei Liu
