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"Concentration bounds for empirical conditional value-at-risk: The ..."

Ravi Kumar Kolla et al. (2019)

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DOI: 10.1016/J.ORL.2018.11.005

access: closed

type: Journal Article

metadata version: 2019-02-13

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Ravi Kumar Kolla, Prashanth L. A., Sanjay P. Bhat, Krishna P. Jagannathan:
Concentration bounds for empirical conditional value-at-risk: The unbounded case. Oper. Res. Lett. 47(1): 16-20 (2019)

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