The following pages link to Ambiguity in portfolio selection (Q5423195):
Displaying 5 items.
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (Q1785197) (← links)
- Distributionally robust optimization with polynomial densities: theory, models and algorithms (Q2189441) (← links)
- Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (Q4971384) (← links)
- Quantifying Distributional Model Risk via Optimal Transport (Q5219730) (← links)
