Robust mean variance optimization problem under Rényi divergence information
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Publication:4639130
DOI10.1080/02331934.2017.1394298zbMath1398.90113OpenAlexW2766929634MaRDI QIDQ4639130
Ke-wei Ding, Nan-Jing Huang, Zhang-you Chen
Publication date: 3 May 2018
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2017.1394298
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