Constructing risk measures from uncertainty sets
10.1287/opre.1080.0683
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Main Authors: | Natarajan, K., Pachamanova, D., Sim, M. |
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Other Authors: | MATHEMATICS |
Format: | Article |
Published: |
2013
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/44207 |
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Institution: | National University of Singapore |
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