So Yeon Chun, Alexander Shapiro, Stan Uryasev. Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics. Operations Research, 60(4):739-756, 2012. [doi]
@article{ChunSU12,
title = {Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics},
author = {So Yeon Chun and Alexander Shapiro and Stan Uryasev},
year = {2012},
doi = {10.1287/opre.1120.1072},
url = {http://dx.doi.org/10.1287/opre.1120.1072},
researchr = {https://researchr.org/publication/ChunSU12},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {60},
number = {4},
pages = {739-756},
}