Distributionally Robust Return-Risk Optimization Models and Their Applications

Li Yang, Yanxi Li, Zhengyong Zhou, Kejing Chen. Distributionally Robust Return-Risk Optimization Models and Their Applications. J. Applied Mathematics, 2014, 2014. [doi]

Authors

Li Yang

This author has not been identified. Look up 'Li Yang' in Google

Yanxi Li

This author has not been identified. Look up 'Yanxi Li' in Google

Zhengyong Zhou

This author has not been identified. Look up 'Zhengyong Zhou' in Google

Kejing Chen

This author has not been identified. Look up 'Kejing Chen' in Google