Distributionally Robust Optimization Under Distorted Expectations

• Jun Cai

  Jun Cai

  [email protected]

  Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Ontario N2L 3G1, Canada

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  ,
• Jonathan Yu-Meng Li

  Jonathan Yu-Meng Li

  [email protected]

  https://orcid.org/0000-0002-8508-0526

  Telfer School of Management, University of Ottawa, Ottawa, Ontario K1N 6N5, Canada

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  ,
• Tiantian Mao

  Corresponding Author

  Tiantian Mao

  [email protected]

  https://orcid.org/0000-0003-3428-004X

  International Institute of Finance, School of Management, University of Science and Technology of China, Hefei, Anhui 230026, China

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