Constructing risk measures from uncertainty sets

10.1287/opre.1080.0683

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Bibliographic Details
Main Authors:	Natarajan, K., Pachamanova, D., Sim, M.
Other Authors:	MATHEMATICS
Format:	Article
Published:	2013
Subjects:	Finance Portfolio management
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/44207
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Institution:	National University of Singapore

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Summary:	10.1287/opre.1080.0683

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