default search action
"Portfolio Optimization within a Wasserstein Ball."
Silvana M. Pesenti, Sebastian Jaimungal (2023)
- Silvana M. Pesenti, Sebastian Jaimungal:
Portfolio Optimization within a Wasserstein Ball. SIAM J. Financial Math. 14(4): 1175-1214 (2023)
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.