Superquantile/CVaR risk measures: second-order theory

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Superquantile/CVaR risk measures: second-order theory

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ژورنال

عنوان ژورنال: Annals of Operations Research

سال: 2016

ISSN: 0254-5330,1572-9338

DOI: 10.1007/s10479-016-2129-0