Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization
| Year of publication: |
2008
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| Authors: | Natarajan, Karthik ; Pachamanova, Dessislava ; Sim, Melvyn |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 54.2008, 3, p. 573-585
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