[RDF data]
Home | Example Publications
PropertyValue
dcterms:bibliographicCitation <http://dblp.uni-trier.de/rec/bibtex/journals/msom/PunWY23>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Chi_Seng_Pun>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Tianyu_Wang>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Zhenzhen_Yan>
foaf:homepage <http://dx.doi.org/doi.org%2F10.1287%2Fmsom.2023.1229>
foaf:homepage <https://doi.org/10.1287/msom.2023.1229>
dc:identifier DBLP journals/msom/PunWY23 (xsd:string)
dc:identifier DOI doi.org%2F10.1287%2Fmsom.2023.1229 (xsd:string)
dcterms:issued 2023 (xsd:gYear)
swrc:journal <https://dblp.l3s.de/d2r/resource/journals/msom>
rdfs:label Data-Driven Distributionally Robust CVaR Portfolio Optimization Under A Regime-Switching Ambiguity Set. (xsd:string)
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Chi_Seng_Pun>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Tianyu_Wang>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Zhenzhen_Yan>
swrc:month September (xsd:string)
swrc:number 5 (xsd:string)
swrc:pages 1779-1795 (xsd:string)
owl:sameAs <http://bibsonomy.org/uri/bibtexkey/journals/msom/PunWY23/dblp>
owl:sameAs <http://dblp.rkbexplorer.com/id/journals/msom/PunWY23>
rdfs:seeAlso <http://dblp.uni-trier.de/db/journals/msom/msom25.html#PunWY23>
rdfs:seeAlso <https://doi.org/10.1287/msom.2023.1229>
dc:title Data-Driven Distributionally Robust CVaR Portfolio Optimization Under A Regime-Switching Ambiguity Set. (xsd:string)
dc:type <http://purl.org/dc/dcmitype/Text>
rdf:type swrc:Article
rdf:type foaf:Document
swrc:volume 25 (xsd:string)