Cardinality-constrained distributionally robust portfolio optimization

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:	European Journal of Operational Research

Volume, Number, Page

Vol. 309 pp. 1173-1182

Published date

Jan. 23, 2023

Publisher

Japanese:
English:

Conference name

Japanese:
English:

Conference site

Japanese:
English: