Distributionally robust portfolio optimization with second-order stochastic dominance based on wasserstein metric

Autor:	Zohreh Hosseini-Nodeh, Rashed Khanjani-Shiraz, Panos M. Pardalos
Rok vydání:	2022
Předmět:	Information Systems and Management Artificial Intelligence Control and Systems Engineering Software Computer Science Applications Theoretical Computer Science
Zdroj:	Information Sciences. 613:828-852
ISSN:	0020-0255
DOI:	10.1016/j.ins.2022.09.039
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::c1a5cdc8af65270230a0041c804cb6c6 https://doi.org/10.1016/j.ins.2022.09.039 Zobrazit plný text záznamu Full Text from ScienceDirect