[2610.11917] Multi-period Mean-Expectile Portfolio Optimization under Wasserstein Ambiguity: Reformulation, Degeneracy and the Role of the Ground Metric
· arxiv.org
Abstract page for arXiv paper 2610.11917: Multi-period Mean-Expectile Portfolio Optimization under Wasserstein Ambiguity: Reformulation, Degeneracy and the Role of the Ground Metric
Abstract page for arXiv paper 2610.11917: Multi-period Mean-Expectile Portfolio Optimization under Wasserstein Ambiguity: Reformulation, Degeneracy and the Role of the Ground Metric