Large deviations bounds for estimating conditional value-at-risk (Q2467442)

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Large deviations bounds for estimating conditional value-at-risk
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    Large deviations bounds for estimating conditional value-at-risk (English)
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    21 January 2008
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    conditional value-at-risk
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    convex risk measure
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    optimized certainty equivalent
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    large deviations
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    estimation
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