"Optimizing distortion riskmetrics with distributional uncertainty."

Silvana M. Pesenti, Qiuqi Wang, Ruodu Wang (2025)

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DOI: 10.1007/S10107-024-02128-6

access: closed

type: Journal Article

metadata version: 2025-09-08

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Silvana M. Pesenti, Qiuqi Wang, Ruodu Wang:
Optimizing distortion riskmetrics with distributional uncertainty. Math. Program. 213(1): 51-106 (2025)

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