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"Robust Spectral Risk Optimization When Information on Risk Spectrum Is ..."

Wei Wang, Huifu Xu (2020)

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DOI: 10.1137/19M1284270

access: closed

type: Journal Article

metadata version: 2021-12-23

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  - https://dblp.org/rec/journals/siamjo/WangX20a
Wei Wang, Huifu Xu:
Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete. SIAM J. Optim. 30(4): 3198-3229 (2020)

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