Distributionally robust chance-constrained game model for portfolio selection in financial market

Annals of Operations Research 2026

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Authors: Vikas Vikram Singh, Harsha Vardhan Varre
DOI: 10.1007/s10479-026-07027-x
Cited by: 0
References: 23

Fields of Study & Subjects

Risk and Portfolio Optimization Stochastic processes and financial applications Fuzzy Systems and Optimization

Publication details

Journal / source
Annals of Operations Research
Publication date
19 January 2026
Language
EN