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Concentration bounds for empirical conditional value-at-risk : the unbounded case
Kolla, Ravi Kumar
;
Prashanth L. A.
;
Bhat, Sanjay P.
; …
- In:
Operations research letters
47
(
2019
)
1
,
pp. 16-20
Persistent link: https://www.econbiz.de/10011991314
Saved in:
2
Vector-valued multivariate conditional value-at-risk
Meraklı, Merve
;
Küçükyavuz, Simge
- In:
Operations research letters
46
(
2018
)
3
,
pp. 300-305
Persistent link: https://www.econbiz.de/10011873363
Saved in:
3
Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk
Sun, Lihua
;
Hong, L. Jeff
- In:
Operations research letters
38
(
2010
)
4
,
pp. 246-251
Persistent link: https://www.econbiz.de/10003984224
Saved in:
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