Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization
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Publication:3523879
DOI10.1287/mnsc.1070.0769zbMath1142.91593OpenAlexW2156844203WikidataQ93620092 ScholiaQ93620092MaRDI QIDQ3523879
Melvyn Sim, Karthik Natarajan, Dessislava A. Pachamanova
Publication date: 5 September 2008
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.1070.0769
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