Shaoyan Guo, Huifu Xu. Distributionally robust shortfall risk optimization model and its approximation. Math. Program., 174(1-2):473-498, 2019. [doi]
@article{GuoX19-0,
title = {Distributionally robust shortfall risk optimization model and its approximation},
author = {Shaoyan Guo and Huifu Xu},
year = {2019},
doi = {10.1007/s10107-018-1307-z},
url = {https://doi.org/10.1007/s10107-018-1307-z},
researchr = {https://researchr.org/publication/GuoX19-0},
cites = {0},
citedby = {0},
journal = {Math. Program.},
volume = {174},
number = {1-2},
pages = {473-498},
}