Paul Glasserman, Wanmo Kang. OR Forum - Design of Risk Weights. Operations Research, 62(6):1204-1220, 2014. [doi]
@article{GlassermanK14,
title = {OR Forum - Design of Risk Weights},
author = {Paul Glasserman and Wanmo Kang},
year = {2014},
doi = {10.1287/opre.2014.1308},
url = {http://dx.doi.org/10.1287/opre.2014.1308},
researchr = {https://researchr.org/publication/GlassermanK14},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {62},
number = {6},
pages = {1204-1220},
}