A New Data-Driven Distributionally Robust Portfolio Optimization Method Based on Wasserstein Ambiguity Set
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: IEEE Access
سال: 2021
ISSN: 2169-3536
DOI: 10.1109/access.2020.3047967