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"Distributionally Robust Reward-Risk Ratio Optimization with Moment ..."
Yongchao Liu, Rudabeh Meskarian, Huifu Xu (2017)
- Yongchao Liu, Rudabeh Meskarian, Huifu Xu:
Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints. SIAM J. Optim. 27(2): 957-985 (2017)
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