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Scenario generation for single-period portfolio selection problems with tail risk measures : coping with high dimensions and integer variables
Fairbrother, Jamie, (2018)
Stochastic dominance relation and linear risk measures
Ogryczak, Włodzimierz, (1999)
Measuring Potential Market Risk
Bask, Mikael, (2008)
On distributional robust probability functions and their computations
Wong, Man Hong, (2014)
A note on a profit maximizing location model
Zhang, Shuzhong, (1997)
New variants of finite criss-cross pivot algorithm for linear programming