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"Maximum Spectral Measures of Risk with Given Risk Factor Marginal ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Mario Ghossoub, Jesse Hall, David Saunders (2023)

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DOI: 10.1287/MOOR.2022.1299

access: closed

type: Journal Article

metadata version: 2023-08-28

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Mario Ghossoub, Jesse Hall, David Saunders:
Maximum Spectral Measures of Risk with Given Risk Factor Marginal Distributions. Math. Oper. Res. 48(2): 1158-1182 (2023)

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