Worst-Case Expected Shortfall with Univariate and Bivariate Marginals
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Publication:4995077
DOI10.1287/ijoc.2019.0939OpenAlexW3042316919MaRDI QIDQ4995077
Anulekha Dhara, Bikramjit Das, Karthik Natarajan
Publication date: 23 June 2021
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.04167
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