@article{worstcasevaluesoftargetsemivariances,
  title = {Worst-case values of target semi-variances with applications to robust portfolio selection},
  author = {Jun Cai and Zhanyi Jiao and Tiantian Mao},
  year = {2024},
  eprint = {2410.01732},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2410.01732v2},
}