Learning to optimize convex risk measures: The cases of utility-based shortfall risk and optimized certainty equivalent risk

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gupte, Sumedh, A., Prashanth L., Bhat, Sanjay P.
Format:	Preprint
Published:	2025
Subjects:	Computational Engineering, Finance, and Science Mathematical Finance Computation
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2506.01101