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"Incorporating Asymmetric Distributional Information in Robust ..."

Karthik Natarajan, Dessislava Pachamanova, Melvyn Sim (2008)

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DOI: 10.1287/MNSC.1070.0769

access: closed

type: Journal Article

metadata version: 2020-06-30

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  - journals/mansci/NatarajanPS08
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  - https://dblp.org/rec/journals/mansci/NatarajanPS08
Karthik Natarajan, Dessislava Pachamanova, Melvyn Sim:
Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization. Manag. Sci. 54(3): 573-585 (2008)

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