Robust risk budgeting
type: Item
instance of: scholarly article
title: Robust risk budgeting
zbMATH Open document ID: 1417.91456
author: Michalis Kapsos
author: Nicos Christofides
author: Berç Rustem
published in: Annals of Operations Research
publication date: 2018-11-12T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6976240
zbMATH Keywords: robust
zbMATH Keywords: risk
zbMATH Keywords: parity
zbMATH Keywords: budgeting
zbMATH Keywords: contribution
MaRDI profile type: Publication
full work available at URL: s10479-017-2469-4
OpenAlex ID: W2604108198
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DOI: 10.1007/S10479-017-2469-4
description: scientific article; zbMATH DE number 6976240