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"Robustness in the Optimization of Risk Measures."

Paul Embrechts, Alexander Schied, Ruodu Wang (2022)

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DOI: 10.1287/OPRE.2021.2147

access: closed

type: Journal Article

metadata version: 2022-02-23

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  - https://dblp.org/rec/journals/ior/EmbrechtsSW22
Paul Embrechts, Alexander Schied, Ruodu Wang:
Robustness in the Optimization of Risk Measures. Oper. Res. 70(1): 95-110 (2022)

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