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"Portfolio Optimization within a Wasserstein Ball."

Silvana M. Pesenti, Sebastian Jaimungal (2023)

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DOI: 10.1137/22M1496803

access: closed

type: Journal Article

metadata version: 2023-12-10

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Silvana M. Pesenti, Sebastian Jaimungal:
Portfolio Optimization within a Wasserstein Ball. SIAM J. Financial Math. 14(4): 1175-1214 (2023)

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