Zhu-Jia Xu

From MaRDI portal
Person:2059162

Available identifiers

zbMath Open xu.zhujiaMaRDI QIDQ2059162

List of research outcomes





PublicationDate of PublicationType
Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties2021-12-13Paper
Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance2019-06-19Paper
Improved hidden Markov model and its application in financial forecasting2018-07-18Paper

Research outcomes over time

This page was built for person: Zhu-Jia Xu

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Person:2059162&oldid=6535370"
Powered by MediaWiki