Distributionally robust multi-period portfolio selection subject to bankruptcy constraints
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Publication:2691216
DOI10.3934/jimo.2021218OpenAlexW4206292550MaRDI QIDQ2691216
Changzhi Wu, Lin Jiang, Songgui Wang
Publication date: 29 March 2023
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2021218
Nonconvex programming, global optimization (90C26) Approximation methods and heuristics in mathematical programming (90C59)
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