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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~language:"eng"
~person:"Chen, Lin"
~person:"Ghose, Anindya"
~subject:"Analysis of variance"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Distributionally robust mean-variance portfolio selection with Wasserstein distances
Blanchet, Jose
;
Chen, Lin
;
Zhou, Xun Yu
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 6382-6410
Persistent link: https://www.econbiz.de/10013373005
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