# Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization

> Research article (Operations Research, 2018) · cited 47× · AI/ML

**Wikidata**: [openalex:W2901514607](https://www.wikidata.org/wiki/openalex:W2901514607)  
**Source**: https://4ort.xyz/entity/technical-noteclosed-form-solutions-for-worst-case-law-invariant-risk-measures-with-application-to-robust-portfolio-opti
