@article{datadrivenmultiperiodrobustmeanvariance,
  title = {Data-driven Multiperiod Robust Mean-Variance Optimization},
  author = {Xin Hai and Gregoire Loeper and Kihun Nam},
  year = {2023},
  eprint = {2306.16681},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2306.16681v2},
}