Robust risk management

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Author
Fertis, Apostolos
Baes, Michel
Lüthi, Hans-Jakob
Date
2012-11
Type
  • Journal Article
Publication status
published
External links
Full text via SFX
Journal / series
European journal of operational research
Volume
222(3)
Pages
663 - 672
Publisher
Elsevier
Subject
Convex programming; Robust optimization; Risk management
Organisational unit
02502 - Institut für Operations Research (IFOR) / Institute for Operations Research (IFOR)
03873 - Weismantel, Robert
Notes
Received 12 May 2011, Accepted 19 March 2012, Available online 27 March 2012.
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