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"Superquantile/CVaR risk measures: second-order theory."

R. Tyrrell Rockafellar, Johannes O. Royset (2018)

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DOI: 10.1007/S10479-016-2129-0

access: closed

type: Journal Article

metadata version: 2020-08-13

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R. Tyrrell Rockafellar, Johannes O. Royset:
Superquantile/CVaR risk measures: second-order theory. Ann. Oper. Res. 262(1): 3-28 (2018)

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