Xiaoqing Ou, Dan Song, Tao Zhang and Jiawei Chen: A distributional robust minimax regret optimization approach for multi-objective portfolio problems (JNCA)
Volume 25, Number 8, 1881-1897, 2024
A distributional robust minimax regret optimization approach for multi-objective portfolio problems
Xiaoqing Ou, Dan Song, Tao Zhang and Jiawei Chen