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:	DECISION SCIENCES
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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spelling	sg-nus-scholar.10635-442072024-11-13T12:04:11Z Constructing risk measures from uncertainty sets Natarajan, K. Pachamanova, D. Sim, M. DECISION SCIENCES MATHEMATICS Finance Portfolio management 10.1287/opre.1080.0683 Operations Research 57 5 1129-1141 OPREA 2013-10-09T06:18:40Z 2013-10-09T06:18:40Z 2009 Article Natarajan, K., Pachamanova, D., Sim, M. (2009). Constructing risk measures from uncertainty sets. Operations Research 57 (5) : 1129-1141. ScholarBank@NUS Repository. https://doi.org/10.1287/opre.1080.0683 0030364X http://scholarbank.nus.edu.sg/handle/10635/44207 000270866000008 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Finance Portfolio management
spellingShingle	Finance Portfolio management Natarajan, K. Pachamanova, D. Sim, M. Constructing risk measures from uncertainty sets
description	10.1287/opre.1080.0683
author2	DECISION SCIENCES
author_facet	DECISION SCIENCES Natarajan, K. Pachamanova, D. Sim, M.
format	Article
author	Natarajan, K. Pachamanova, D. Sim, M.
author_sort	Natarajan, K.
title	Constructing risk measures from uncertainty sets
title_short	Constructing risk measures from uncertainty sets
title_full	Constructing risk measures from uncertainty sets
title_fullStr	Constructing risk measures from uncertainty sets
title_full_unstemmed	Constructing risk measures from uncertainty sets
title_sort	constructing risk measures from uncertainty sets
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/44207
_version_	1821222727101448192

Constructing risk measures from uncertainty sets

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