Worst-case expected shortfall with univariate and bivariate marginals
Anulekha Dhara, Bikramjit Das , Karthik Natarajan
| Year of publication: |
2021
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|---|---|
| Authors: | Dhara, Anulekha ; Das, Bikramjit ; Natarajan, Karthik |
| Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 33.2021, 1, p. 370-389
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| Subject: | distributionally robust optimization | bivariate marginals | tree | Theorie | Theory | Robustes Verfahren | Robust statistics | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2019.0939 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012496433