"CVaR (superquantile) norm: Stochastic case."

Alexander Mafusalov, Stan Uryasev (2016)

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DOI: 10.1016/J.EJOR.2015.09.058

access: closed

type: Journal Article

metadata version: 2020-02-21

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Alexander Mafusalov, Stan Uryasev:
CVaR (superquantile) norm: Stochastic case. Eur. J. Oper. Res. 249(1): 200-208 (2016)

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