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"Additive Consistency of Risk Measures and Its Application to Risk-Averse ..."

Roberto Cominetti, Alfredo Torrico (2016)

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DOI: 10.1287/MOOR.2016.0787

access: closed

type: Journal Article

metadata version: 2023-06-26

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Roberto Cominetti, Alfredo Torrico:
Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks. Math. Oper. Res. 41(4): 1510-1521 (2016)

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