Paul Embrechts, Alexander Schied, Ruodu Wang. Robustness in the Optimization of Risk Measures. Operations Research, 70(1):95-110, 2022. [doi]
@article{EmbrechtsSW22,
title = {Robustness in the Optimization of Risk Measures},
author = {Paul Embrechts and Alexander Schied and Ruodu Wang},
year = {2022},
doi = {10.1287/opre.2021.2147},
url = {https://doi.org/10.1287/opre.2021.2147},
researchr = {https://researchr.org/publication/EmbrechtsSW22},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {70},
number = {1},
pages = {95-110},
}