Hui Shao, Zhe George Zhang. Distortion risk measure under parametric ambiguity. European Journal of Operational Research, 311(3):1159-1172, December 2023. [doi]
@article{ShaoZ23-2,
title = {Distortion risk measure under parametric ambiguity},
author = {Hui Shao and Zhe George Zhang},
year = {2023},
month = {December},
doi = {10.1016/j.ejor.2023.05.025},
url = {https://doi.org/10.1016/j.ejor.2023.05.025},
researchr = {https://researchr.org/publication/ShaoZ23-2},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {311},
number = {3},
pages = {1159-1172},
}