Distributionally robust shortfall risk optimization model and its approximation
Crossref DOI link: https://doi.org/10.1007/s10107-018-1307-z
Published Online: 2018-06-07
Published Print: 2019-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Guo, Shaoyan
Xu, Huifu
Funding for this research was provided by:
Engineering and Physical Sciences Research Council (EP/M003191/1)
Text and Data Mining valid from 2018-06-07
Article History
Received: 3 August 2017
Accepted: 29 May 2018
First Online: 7 June 2018