Robustifying Conditional Portfolio Decisions via Optimal Transport
- Viet Anh Nguyen ,
Viet Anh Nguyen
[email protected]https://orcid.org/0000-0002-9607-7891
Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong
- Fan Zhang ,
Fan Zhang
[email protected]https://orcid.org/0000-0001-6735-4901
Department of Management Science and Engineering, Stanford University, Stanford, California 94305
- Shanshan Wang ,
Corresponding Author
Shanshan Wang
[email protected]https://orcid.org/0000-0002-5122-4501
School of Economics and Management, Beihang University, Beijing 100191, China
- José Blanchet ,
José Blanchet
[email protected]https://orcid.org/0000-0001-5895-0912
Department of Management Science and Engineering, Stanford University, Stanford, California 94305
- Erick Delage ,
Erick Delage
[email protected]https://orcid.org/0000-0002-6740-3600
Groupe d’études et de recherche en analyse des décisions (GERAD), Montreal, Quebec H3T 2A7, Canada; and Department of Decision Sciences, HEC Montréal, Montreal, Quebec H3T 2A7, Canada
- Yinyu Ye
Yinyu Ye
[email protected]Department of Management Science and Engineering, Stanford University, Stanford, California 94305
Viet Anh Nguyen
[email protected]https://orcid.org/0000-0002-9607-7891
Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong
Fan Zhang
[email protected]https://orcid.org/0000-0001-6735-4901
Department of Management Science and Engineering, Stanford University, Stanford, California 94305
Corresponding Author
Shanshan Wang
[email protected]https://orcid.org/0000-0002-5122-4501
School of Economics and Management, Beihang University, Beijing 100191, China
José Blanchet
[email protected]https://orcid.org/0000-0001-5895-0912
Department of Management Science and Engineering, Stanford University, Stanford, California 94305
Erick Delage
[email protected]https://orcid.org/0000-0002-6740-3600
Groupe d’études et de recherche en analyse des décisions (GERAD), Montreal, Quebec H3T 2A7, Canada; and Department of Decision Sciences, HEC Montréal, Montreal, Quebec H3T 2A7, Canada
Yinyu Ye
[email protected]Department of Management Science and Engineering, Stanford University, Stanford, California 94305
