Distributionally robust portfolio optimization with second-order stochastic dominance based on wasserstein metric

Zohreh Hosseini Nodeh, Rashed Khanjani Shiraz, Panos M. Pardalos. Distributionally robust portfolio optimization with second-order stochastic dominance based on wasserstein metric. Inf. Sci., 613:828-852, 2022. [doi]

Abstract

Abstract is missing.