Risk Tuning with Generalized Linear Regression

R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin. Risk Tuning with Generalized Linear Regression. Math. Oper. Res., 33(3):712-729, 2008. [doi]

Authors

R. Tyrrell Rockafellar

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Stan Uryasev

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Michael Zabarankin

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