Distributionally Robust Portfolio Optimization under Marginal and Copula Ambiguity
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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1 Online-Ressource.
- Language
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Englisch
- Bibliographic citation
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Distributionally Robust Portfolio Optimization under Marginal and Copula Ambiguity ; volume:203 ; number:3 ; day:12 ; month:10 ; year:2024 ; pages:2870-2907 ; date:12.2024
Journal of optimization theory and applications ; 203, Heft 3 (12.10.2024), 2870-2907, 12.2024
- Classification
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Wirtschaft
- Creator
- Contributor
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SpringerLink (Online service)
- DOI
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10.1007/s10957-024-02550-y
- URN
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urn:nbn:de:101:1-2502222130134.087093471320
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
15.08.2025, 7:36 AM CEST
Data provider
This object is provided by:
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Associated
- Fan, Zhengyang
- Ji, Ran
- Lejeune, Miguel A.
- SpringerLink (Online service)
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