Deviation inequalities for an estimator of the conditional value-at-risk

Published 2009 View Full Article

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Title
Deviation inequalities for an estimator of the conditional value-at-risk
Authors
Keywords
-
Journal
OPERATIONS RESEARCH LETTERS
Volume 38, Issue 3, Pages 236-239
Publisher
Elsevier BV
Online
2009-11-30
DOI
10.1016/j.orl.2009.11.008

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