Distributionally Robust Portfolio Optimization
- Award ID(s):
- 1808266
- NSF-PAR ID:
- 10180685
- Date Published:
- Journal Name:
- 2019 IEEE 58th Conference on Decision and Control (CDC)
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
-
Accepted Manuscript1.0
- Conference Paper:
- https://doi.org/10.1109/CDC40024.2019.9029381
