Before revision: In this paper, we study issues of robustness in the context of Quantitative Risk Management  . Depending on the underlying objectives, we develop a general methodology for determining whether a given risk measurement related optimization problem is robust.
After revision: In this paper, we study issues of robustness in the context of Quantitative Risk Management and Optimization . Depending on the underlying objectives, we develop a general methodology for determining whether a given risk measurement related optimization problem is robust.