Addendum to: Entropic value-at-risk: a new coherent risk measure (Q1935255)

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Addendum to: Entropic value-at-risk: a new coherent risk measure
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    Addendum to: Entropic value-at-risk: a new coherent risk measure (English)
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    14 February 2013
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    Chernoff inequality
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    coherent risk measure
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    conditional value-at-risk (CVaR)
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    convex optimization
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    cumulant-generating function
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    duality
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    entropic value-at-risk (EVaR)
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    g-entropic risk measure
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    moment-generating function
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    relative entropy
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    stochastic optimization
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    stochastic programming
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    value-at-risk (VaR)
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