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"Qualitative robustness of set-valued value-at-risk."

Giovanni Paolo Crespi, Elisa Mastrogiacomo (2020)

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DOI: 10.1007/S00186-020-00707-9

access: closed

type: Journal Article

metadata version: 2021-03-02

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Giovanni Paolo Crespi, Elisa Mastrogiacomo:
Qualitative robustness of set-valued value-at-risk. Math. Methods Oper. Res. 91(1): 25-54 (2020)

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