Erick Delage, Jonathan Yu-Meng Li. Minimizing Risk Exposure When the Choice of a Risk Measure Is Ambiguous. Management Science, 64(1):327-344, 2018. [doi]
@article{DelageL18,
title = {Minimizing Risk Exposure When the Choice of a Risk Measure Is Ambiguous},
author = {Erick Delage and Jonathan Yu-Meng Li},
year = {2018},
doi = {10.1287/mnsc.2016.2593},
url = {https://doi.org/10.1287/mnsc.2016.2593},
researchr = {https://researchr.org/publication/DelageL18},
cites = {0},
citedby = {0},
journal = {Management Science},
volume = {64},
number = {1},
pages = {327-344},
}