Constructing Risk Measures from Uncertainty Sets
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Publication:3100413
DOI10.1287/OPRE.1080.0683zbMath1233.91153OpenAlexW2155511751MaRDI QIDQ3100413
Melvyn Sim, Karthik Natarajan, Dessislava A. Pachamanova
Publication date: 24 November 2011
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.1080.0683
Applications of mathematical programming (90C90) Sensitivity, stability, parametric optimization (90C31)
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