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"Varying confidence levels for CVaR risk measures and minimax limits."

Edward J. Anderson, Huifu Xu, Dali Zhang (2020)

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DOI: 10.1007/S10107-018-01359-8

access: closed

type: Journal Article

metadata version: 2021-04-09

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Edward J. Anderson, Huifu Xu, Dali Zhang:
Varying confidence levels for CVaR risk measures and minimax limits. Math. Program. 180(1): 327-370 (2020)

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