BibTeX record journals/msom/PunWY23

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@article{DBLP:journals/msom/PunWY23,
  author       = {Chi Seng Pun and
                  Tianyu Wang and
                  Zhenzhen Yan},
  title        = {Data-Driven Distributionally Robust CVaR Portfolio Optimization Under
                  {A} Regime-Switching Ambiguity Set},
  journal      = {Manuf. Serv. Oper. Manag.},
  volume       = {25},
  number       = {5},
  pages        = {1779--1795},
  year         = {2023},
  url          = {https://doi.org/10.1287/msom.2023.1229},
  doi          = {10.1287/MSOM.2023.1229},
  timestamp    = {Mon, 01 Apr 2024 11:14:28 +0200},
  biburl       = {https://dblp.org/rec/journals/msom/PunWY23.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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