Before revision:  By relating the impact of an ambiguity set to the impact of a non-robust chance constraint, our interpretation allows investors to understand the size of the ambiguity set through parameters that are directly linked to investment performance .
After revision:  By relating the impact of an ambiguity set to the impact of a non-robust chance constraint, our interpretation allows investors to understand the size of the ambiguity set through parameters that are directly linked to the chance parameters .