# Distributionally Robust Mean-Variance Portfolio Selection with Wasserstein Distances

> Research article (Management Science, 2021) · cited 129× · AI/ML

**Wikidata**: [openalex:W2787314358](https://www.wikidata.org/wiki/openalex:W2787314358)  
**Source**: https://4ort.xyz/entity/distributionally-robust-mean-variance-portfolio-selection-with-wasserstein-distances
