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"Decentralized Robust Portfolio Optimization Based on ..."

Man-Fai Leung, Jun Wang, Duan Li (2022)

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DOI: 10.1109/TCYB.2021.3088884

access: closed

type: Journal Article

metadata version: 2022-12-05

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Man-Fai Leung, Jun Wang, Duan Li:
Decentralized Robust Portfolio Optimization Based on Cooperative-Competitive Multiagent Systems. IEEE Trans. Cybern. 52(12): 12785-12794 (2022)

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