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:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/44207
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Institution: National University of Singapore

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