Zhou, W., & Liu, Y. (2024). On Wasserstein Distributionally Robust Mean Semi-Absolute Deviation Portfolio Model: Robust Selection and Efficient Computation.
Chicago Style (17th ed.) CitationZhou, Weimi, and Yong-Jin Liu. On Wasserstein Distributionally Robust Mean Semi-Absolute Deviation Portfolio Model: Robust Selection and Efficient Computation. 2024.
MLA (9th ed.) CitationZhou, Weimi, and Yong-Jin Liu. On Wasserstein Distributionally Robust Mean Semi-Absolute Deviation Portfolio Model: Robust Selection and Efficient Computation. 2024.
Warning: These citations may not always be 100% accurate.