Fetching the paper…
Reading the bibliography…
Worst-case risk measures refer to the calculation of the largest value for risk measures when only partial information of the underlying distribution is available.
M. C. Pullan
1996
Earlier work this paper cites.
P. Artzner, F. Delbaen, J. M. Eber, and D. Heath
1999
Earlier work this paper cites.
S. Kusuoka
2001
Earlier work this paper cites.
A. Shapiro
2001
Earlier work this paper cites.
C. Acerbi
2002
Earlier work this paper cites.
C. Acerbi and P. Simonetti
2002
Earlier work this paper cites.
H. Föllmer and A. Schied
2002
Earlier work this paper cites.
F. Alizadeh and D. Goldfarb
2003
Cited alongside, same era.
L. E. Ghaoui, M. Oks, and F. Oustry
2003
Cited alongside, same era.
G. C. Pflug
2006
Cited alongside, same era.
G. C. Calafiore
2007
Cited alongside, same era.
A. Nemirovski
2007
Cited alongside, same era.
S. Zhu and M. Fukushima
2009
Cited alongside, same era.
E. Delage and Y. Ye
2010
Cited alongside, same era.
K. Natarajan, M. Sim, and J. Uichanco
2010
Later among the works it cites.
L. Chen, S. He, and S. Zhang
2011
Later among the works it cites.
A. Pichler
2013
Later among the works it cites.
A. Shapiro
2013
Later among the works it cites.
W. Wiesemann, D. Kuhn, and M. Sim
2014
Later among the works it cites.
D. Wozabal
2014
Later among the works it cites.
G. C. Pflug and A. Pichler
2015
Later among the works it cites.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…