Constructing Risk Measures from Uncertainty Sets
| Year of publication: |
2009
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|---|---|
| Authors: | Natarajan, Karthik ; Pachamanova, Dessislava ; Sim, Melvyn |
| Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 57.2009, 5, p. 1129-1141
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