A comparison of MAD and CVaR models with real features

By E. Angelelli, Renata Mansini, M. Speranza. 2008

76 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/b7267667acb4921b9950b0b2277b27b49625e6b8