Robust risk management - Research Collection

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Author

Fertis, Apostolos

Lüthi, Hans-Jakob

Date

2012-11

Type

Journal Article

Citations

Cited 16 times in Web of Science

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1016/j.ejor.2012.03.036

Journal / series

European Journal of Operational Research

Volume

222(3)

Pages / Article No.

663 - 672

Publisher

Elsevier

Subject

Convex programming; Robust optimization; Risk management

Organisational unit

02502 - Institut für Operations Research / Institute for Operations Research
03873 - Weismantel, Robert / Weismantel, Robert

Notes

Received 12 May 2011, Accepted 19 March 2012, Available online 27 March 2012.

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Citations

Cited 16 times in Web of Science

ETH Bibliography

yes

Altmetrics