optimization of conditional value-at-risk.pdf

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文件名称：optimization of conditional value-at-risk.pdf

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更新时间：2023-10-18 08:41:55

CVaR

Rockafellar, R. , & Uryasev, S. (20 0 0). Optimization of conditional value-at-risk. Jour- nal of Risk, 2 , 21–41 .