Deviation inequalities for an estimator of the conditional value-at-risk (Q975002): Difference between revisions

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-https://doi.org/10.1016/j.orl.2009.11.008
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-W2062072417
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.orl.2009.11.008
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@@ Property / OpenAlex ID @@
+W2062072417
@@ Property / OpenAlex ID: W2062072417 / rank @@
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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@@ Property / cites work @@
+AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
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+Large deviations bounds for estimating conditional value-at-risk
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+A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
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+Stochastic finance. An introduction in discrete time
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+Probability Inequalities for Sums of Bounded Random Variables
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