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Deviation inequalities for an estimator of the conditional value-at-risk
Wang, Ying; Gao, Fuqing - In: Operations research letters 38 (2010) 3, pp. 236-239
Persistent link: https://www.econbiz.de/10003968684
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A relaxation-based algorithm for solving the conditional -center problem
Wang, Ying; Gao, Fuqing - In: Operations research letters 38 (2010) 3, pp. 215-218
Persistent link: https://www.econbiz.de/10008398193