Robust scenario-based value-at-risk optimization
Crossref DOI link: https://doi.org/10.1007/s10479-015-1822-8
Published Online: 2015-06-24
Published Print: 2016-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Romanko, Oleksandr
Mausser, Helmut
Text and Data Mining valid from 2015-06-24