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Results for worst conditional expectation
Publications & Outputs
A confidence interval procedure for expected shortfall risk measurement via two-level simulation
Lan, H.
,
Nelson, B. L.
&
Staum, J.
,
09/2010
,
In:
Operations Research.
58
,
5
,
p. 1481-1490
10 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review