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"Worst-Case Expected Shortfall with Univariate and Bivariate Marginals."

Anulekha Dhara, Bikramjit Das, Karthik Natarajan (2021)

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DOI: 10.1287/IJOC.2019.0939

access: closed

type: Journal Article

metadata version: 2021-09-16

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  dblp key:
  - journals/informs/DharaDN21
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  - https://dblp.org/rec/journals/informs/DharaDN21
Anulekha Dhara, Bikramjit Das, Karthik Natarajan:
Worst-Case Expected Shortfall with Univariate and Bivariate Marginals. INFORMS J. Comput. 33(1): 370-389 (2021)

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