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Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014-031)

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  • Postek, K.S.

    (Tilburg University, Center For Economic Research)

  • den Hertog, D.

    (Tilburg University, Center For Economic Research)

  • Melenberg, B.

    (Tilburg University, Center For Economic Research)

Abstract

No abstract is available for this item.

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  • Postek, K.S. & den Hertog, D. & Melenberg, B., 2015. "Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014-031)," Discussion Paper 2015-047, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:eeb9c898-6943-4199-b747-335d17aa89c8
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    References listed on IDEAS

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