"Distributionally Robust Portfolio Optimization."

I. E. Bardakci, Constantino M. Lagoa (2019)

> Home

Details and statistics

DOI: 10.1109/CDC40024.2019.9029381

access: closed

type: Conference or Workshop Paper

metadata version: 2020-04-27

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/cdc/BardakciL19
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/cdc/BardakciL19
I. E. Bardakci, Constantino M. Lagoa:
Distributionally Robust Portfolio Optimization. CDC 2019: 1526-1531

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.