A Reverse ES (CVaR) Optimization Formula

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Publication:6640255

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DOI10.1080/10920277.2023.2249524MaRDI QIDQ6640255

Yuanying Guan, Zhanyi Jiao, Ruodu Wang

Publication date: 18 November 2024

Published in: North American Actuarial Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

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