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	Robust utility maximization under model uncertainty via a penalization approach Journal article Mathematics and Financial Economics,2022, volume: 16, issue: 1, pages: 51-88 Authors: Guo, Ivan; Langrené, Nicolas; Loeper, Grégoire; Ning, Wei Favorite \| View/Download：6/0 \| Submit date：2022/08/29 Differential games GANs HJBI equation Monte Carlo Robust portfolio optimization
	Understanding distributional ambiguity via non-robust chance constraint Conference paper ICAIF 2020 - 1st ACM International Conference on AI in Finance, Virtual, Online, OCT 15-16, 2020 Authors: Ma, Shumin; Leung, Cheuk Hang; Wu, Qi; Liu, Wei; Peng, Nanbo Favorite \| View/Download：10/0 \| Submit date：2022/05/20 Chance constraint Distributionally robust optimization Heavy-tail distributions KL divergence Portfolio selection φ-divergence