R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin. Risk Tuning with Generalized Linear Regression. Math. Oper. Res., 33(3):712-729, 2008. [doi]
@article{RockafellarUZ08,
title = {Risk Tuning with Generalized Linear Regression},
author = {R. Tyrrell Rockafellar and Stan Uryasev and Michael Zabarankin},
year = {2008},
doi = {10.1287/moor.1080.0313},
url = {http://dx.doi.org/10.1287/moor.1080.0313},
researchr = {https://researchr.org/publication/RockafellarUZ08},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {33},
number = {3},
pages = {712-729},
}