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isPartOf:"Working paper series"
type_genre:"Non-commercial literature"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~person:"Hertog, Dirk den"
~subject:"robust counterpart"
~type_genre:"Government document"
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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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