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Robustifying Conditional Portfolio Decisions via Optimal Transport.

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Title: Robustifying Conditional Portfolio Decisions via Optimal Transport.
Authors: Nguyen, Viet Anh1 (AUTHOR) nguyen@se.cuhk.edu.hk, Zhang, Fan2 (AUTHOR) fzh@stanford.edu, Wang, Shanshan3 (AUTHOR) shshwangbit@gmail.com, Blanchet, José2 (AUTHOR) jose.blanchet@stanford.edu, Delage, Erick4 (AUTHOR) erick.delage@hec.ca, Ye, Yinyu2 (AUTHOR) yinyu-ye@stanford.edu
Source: Operations Research. Sep/Oct2025, Vol. 73 Issue 5, p2801-2829. 29p.
Database: Business Source Ultimate
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ISSN:0030364X
DOI:10.1287/opre.2021.0243