KDE distributionally robust portfolio optimization with higher moment coherent risk

2021 ◽  
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Keyword(s):  
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Portfolio Optimization ◽  
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Sharpe Ratio ◽  
Robust Portfolio Optimization ◽  
Robust Portfolio

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2014 ◽  
Vol 235 (1) ◽  
pp. 28-37 ◽  
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Portfolio Optimization ◽  
Robust Portfolio Optimization ◽  
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Portfolio Optimization ◽  
Robust Portfolio Optimization ◽  
Robust Portfolio
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