Cardinality-constrained Distributionally Robust Portfolio Optimization | Science Tokyo Research Repository (T2R2)

Publication Information

Title

Japanese:
English:	Cardinality-constrained Distributionally Robust Portfolio Optimization

Author

Japanese:	小林健, 高野祐一, 中田和秀.
English:	Ken Kobayashi, Yuichi Takano, Kazuhide Nakata.

Language

English

Journal/Book name

Japanese:
English:

Volume, Number, Page

Published date

Oct. 2022

Publisher

Japanese:
English:

Conference name

Japanese:
English:	2022 INFORMS Annual Meeting

Conference site

Japanese:
English:	Indianapolis

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