Tractable counterparts of distributionally robust constraints on risk measures

by Krzysztof Postek, Dick den Hertog, Bertrand Melenberg

Year of publication:	2014
Authors:	Postek, Krzysztof S. ; Hertog, Dirk den ; Melenberg, Bertrand
Publisher:	Tilburg : Center for Economic Research
Subject:	risk measure \| robust counterpart \| nonlinear inequality \| robust optimization \| support functions \| Robustes Verfahren \| Robust statistics \| Theorie \| Theory \| Mathematische Optimierung \| Mathematical programming \| Messung \| Measurement \| Risikomaß \| Risk measure \| Risiko \| Risk

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