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"Distributionally robust portfolio optimization with second-order ..."

Zohreh Hosseini Nodeh, Rashed Khanjani Shiraz, Panos M. Pardalos (2022)

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DOI: 10.1016/J.INS.2022.09.039

access: closed

type: Journal Article

metadata version: 2022-11-10

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Zohreh Hosseini Nodeh, Rashed Khanjani Shiraz, Panos M. Pardalos:
Distributionally robust portfolio optimization with second-order stochastic dominance based on wasserstein metric. Inf. Sci. 613: 828-852 (2022)

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