Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures
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Publication:2832107
DOI10.1137/151005221zbMath1349.90767OpenAlexW3123325486MaRDI QIDQ2832107
Bertrand Melenberg, Krzysztof Postek, Dick den Hertog
Publication date: 7 November 2016
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/f40fba0df9d4d0b1562a010a233acb938672fe17
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