Hosseini-Nodeh, Z., Khanjani-Shiraz, R., & Pardalos, P. M. (2022). Distributionally robust portfolio optimization with second-order stochastic dominance based on wasserstein metric. Information sciences, 613, 828-852. https://doi.org/10.1016/j.ins.2022.09.039
Chicago Style (17th ed.) CitationHosseini-Nodeh, Zohreh, Rashed Khanjani-Shiraz, and Panos M. Pardalos. "Distributionally Robust Portfolio Optimization with Second-order Stochastic Dominance Based on Wasserstein Metric." Information Sciences 613 (2022): 828-852. https://doi.org/10.1016/j.ins.2022.09.039.
MLA (9th ed.) CitationHosseini-Nodeh, Zohreh, et al. "Distributionally Robust Portfolio Optimization with Second-order Stochastic Dominance Based on Wasserstein Metric." Information Sciences, vol. 613, 2022, pp. 828-852, https://doi.org/10.1016/j.ins.2022.09.039.