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Cites work
- scientific article; zbMATH DE number 2058049 (Why is no real title available?)
- A Column Generation Approach to Radiation Therapy Treatment Planning Using Aperture Modulation
- A note on the complexity of \(L _{p }\) minimization
- Applied functional analysis. Functional analysis, Sobolev spaces and elliptic differential equations
- CVaR norm and applications in optimization
- Conditional median: a parametric solution concept for location problems
- Dual Stochastic Dominance and Related Mean-Risk Models
- Generalized deviations in risk analysis
- Inequalities: theory of majorization and its applications
- Least Median of Squares Regression
- Norm aggregations and OWA operators
- Optimization with Stochastic Dominance Constraints
- Rank-Based Estimates in the Linear Model with High Breakdown Point
- Regression Quantiles
- Risk preference modeling with conditional average: An application to portfolio optimization
- Risk tuning with generalized linear regression
- Robust linear optimization under general norms.
- Some remarks on the value-at-risk and the conditional value-at-risk
- Statistical decision problems. Selected concepts and portfolio safeguard case studies
- Submajorization and the geometry of unordered collections
- The least trimmed quantile regression
Cited in
(16)- Connection between higher order measures of risk and stochastic dominance
- CVaR distance between univariate probability distributions and approximation problems
- Superquantile/CVaR risk measures: second-order theory
- Cardinality of upper average and its application to network optimization
- Expected shortfall: heuristics and certificates
- On risk measuring in the variance-gamma model
- Fitting heavy-tailed mixture models with CVaR constraints
- A robust approach based on conditional value-at-risk measure to statistical learning problems
- On lower partial moments for the investment portfolio with variance-gamma distributed returns
- CVaR norm and applications in optimization
- Spectral risk measures: the risk quadrangle and optimal approximation
- Bayesian CV@R/super-quantile regression
- Checkerboard copula defined by sums of random variables
- Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk
- Two pairs of families of polyhedral norms versus \(\ell _p\)-norms: proximity and applications in optimization
- Regression analysis: likelihood, error and entropy
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