Distributionally Robust Portfolio Optimization under Marginal and Copula Ambiguity
Crossref DOI link: https://doi.org/10.1007/s10957-024-02550-y
Published Online: 2024-10-12
Published Print: 2024-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fan, Zhengyang
Ji, Ran https://orcid.org/0000-0001-5797-0153
Lejeune, Miguel A.
Text and Data Mining valid from 2024-10-12
Version of Record valid from 2024-10-12
Article History
Received: 9 July 2023
Accepted: 25 September 2024
First Online: 12 October 2024