Dan Andrei Iancu, Marek Petrik, Dharmashankar Subramanian. Tight Approximations of Dynamic Risk Measures. Math. Oper. Res., 40(3):655-682, 2015. [doi]
@article{PS15-0,
title = {Tight Approximations of Dynamic Risk Measures},
author = {Dan Andrei Iancu and Marek Petrik and Dharmashankar Subramanian},
year = {2015},
doi = {10.1287/moor.2014.0689},
url = {http://dx.doi.org/10.1287/moor.2014.0689},
researchr = {https://researchr.org/publication/PS15-0},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {40},
number = {3},
pages = {655-682},
}