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isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"International journal of production research"
~person:"Melenberg, Bertrand"
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Discussion paper / Center for Economic Research, Tilburg University
International journal of production research
CentER Working Paper Series
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Computationally tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof Stanisław
;
Hertog, Dirk den
; …
-
2015
-
Revised version of CentER Discussion Paper No. 2014-031
Persistent link: https://www.econbiz.de/10011348902
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Tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof S.
;
Hertog, Dirk den
;
Melenberg, Bertrand
-
2014
Persistent link: https://www.econbiz.de/10011282869
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