Concentration bounds for empirical conditional value-at-risk: The unbounded case

Ravi Kumar Kolla, Prashanth L. A., Sanjay P. Bhat, Krishna P. Jagannathan. Concentration bounds for empirical conditional value-at-risk: The unbounded case. Oper. Res. Lett., 47(1):16-20, 2019. [doi]

Abstract

Abstract is missing.