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"Large deviations bounds for estimating conditional value-at-risk."

David B. Brown (2007)

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DOI: 10.1016/J.ORL.2007.01.001

access: closed

type: Journal Article

metadata version: 2017-05-27

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David B. Brown:
Large deviations bounds for estimating conditional value-at-risk. Oper. Res. Lett. 35(6): 722-730 (2007)

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