Optimization of Risk Measures

  • Ruszczyński A
  • Shapiro A
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Abstract

See, stats, and : https : / / www . researchgate. net / publication / 23749504 Optimization Article DOI : 10 . 1007 / 1 - 84628 - 095 - 8_4 : RePEc CITATIONS 61 READS 105 2 , including : Andrzej Rutgers , The 134 , 582 SEE All - text , letting . Available : Andrzej Retrieved : 09

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Ruszczyński, A., & Shapiro, A. (2006). Optimization of Risk Measures. In Probabilistic and Randomized Methods for Design under Uncertainty (pp. 119–157). Springer-Verlag. https://doi.org/10.1007/1-84628-095-8_4

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