KDE distributionally robust portfolio optimization with higher moment coherent risk. - Wei Liu 152; Li Yang; Bo Yu 003 (Ann. Oper. Res., 2021)

Kernel density estimation based distributionally robust mean-CVaR portfolio optimization. - Wei Liu 152; Li Yang; Bo Yu 003 (J. Glob. Optim., 2022)

Worst-Case Higher Moment Coherent Risk Based on Optimal Transport with Application to Distributionally Robust Portfolio Optimization. - Wei Liu 152; Yang Liu (Symmetry, 2022)

Distributionally Robust Optimization Based on Kernel Density Estimation and Mean-Entropic Value-at-Risk. - Wei Liu 152; Li Yang; Bo Yu 003 (INFORMS J. Optim., 2023)