Title of article
Large deviations bounds for estimating conditional value-at-risk
Author/Authors
David B. Brown، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2007
Pages
9
From page
722
To page
730
Keywords
Convex risk measure , Large deviations , Estimation , Conditional value-at-risk , Optimized certainty equivalent
Journal title
Operations Research Letters
Serial Year
2007
Journal title
Operations Research Letters
Record number
137846
Link To Document