"Risk Tuning with Generalized Linear Regression."

R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin (2008)

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DOI: 10.1287/MOOR.1080.0313

access: closed

type: Journal Article

metadata version: 2019-10-19

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

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