Zhengyang Fan
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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 |
|---|---|---|
| Distributionally robust portfolio optimization under marginal and copula ambiguity Journal of Optimization Theory and Applications | 2024-12-27 | Paper |
| Distributionally robust portfolio optimization with linearized STARR performance measure Quantitative Finance | 2022-04-05 | Paper |
Research outcomes over time
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