Varying confidence levels for CVaR risk measures and minimax limits (Q2297651)
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scientific article; zbMATH DE number 7170024
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| default for all languages | No label defined |
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| English | Varying confidence levels for CVaR risk measures and minimax limits |
scientific article; zbMATH DE number 7170024 |
Statements
Varying confidence levels for CVaR risk measures and minimax limits (English)
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20 February 2020
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confidence level
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second order growth conditions
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semi-infinite constraints
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0.87299657
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0.8725389
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0.8677277
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0.86479884
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0.8563125
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0.8549016
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