Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014-031)

K.S. Postek, D. den Hertog and B. Melenberg
Additional contact information
K.S. Postek: Tilburg University, School of Economics and Management
D. den Hertog: Tilburg University, School of Economics and Management
B. Melenberg: Tilburg University, School of Economics and Management

Other publications TiSEM from Tilburg University, School of Economics and Management

Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... 106ceaa0326/download (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiutis:eeb9c898-6943-4199-b747-335d17aa89c8

Access Statistics for this paper

More papers in Other publications TiSEM from Tilburg University, School of Economics and Management
Bibliographic data for series maintained by Richard Broekman ().