"Robust Spectral Risk Optimization When Information on Risk Spectrum Is ..."

Wei Wang, Huifu Xu (2020)

> Home

Details and statistics

DOI: 10.1137/19M1284270

access: closed

type: Journal Article

metadata version: 2021-12-23

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamjo/WangX20a
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamjo/WangX20a
Wei Wang, Huifu Xu:
Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete. SIAM J. Optim. 30(4): 3198-3229 (2020)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.