Constructing Risk Measures from Uncertainty Sets

Published 2009 View Full Article

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Title
Constructing Risk Measures from Uncertainty Sets
Authors
Keywords
-
Journal
OPERATIONS RESEARCH
Volume 57, Issue 5, Pages 1129-1141
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Online
2009-06-26
DOI
10.1287/opre.1080.0683

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