Search Results - subject:"Superquantiles"

Franco, João Pedro M.; Laurini, Márcio Poletti - In: Computational economics 66 (2025) 6, pp. 5257-5298

Persistent link: https://www.econbiz.de/10015591480

Meloni, Carlo; Pranzo, Marco - In: Computers & operations research : and their … 151 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014234845

Rockafellar, Ralph Tyrrell; Royst, Johannes O.; … - In: European journal of operational research : EJOR 234 (2014) 1, pp. 140-154

Persistent link: https://www.econbiz.de/10010247347

Rockafellar, R.T.; Royset, J.O.; Miranda, S.I. - In: European Journal of Operational Research 234 (2014) 1, pp. 140-154

superquantiles by various combinations of conditional quantiles, we directly and in perfect analog to classical regression obtain …

Persistent link: https://www.econbiz.de/10010730182