@article{robustifyingconditionalportfoliodecision,
  title = {Robustifying Conditional Portfolio Decisions via Optimal Transport},
  author = {Viet Anh Nguyen and Fan Zhang and Shanshan Wang and Jose Blanchet and Erick Delage and Yinyu Ye},
  year = {2021},
  eprint = {2103.16451},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2103.16451v3},
}