Online Estimation and Optimization of Utility-Based Shortfall Risk.
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| Title: | Online Estimation and Optimization of Utility-Based Shortfall Risk. |
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| Authors: | Hegde, Vishwajit1 (AUTHOR) me17b039@smail.iitm.ac.in, Menon, Arvind Satish1 (AUTHOR) ep17b017@smail.iitm.ac.in, Prashanth, L.A.2 (AUTHOR) prashla@cse.iitm.ac.in, Jagannathan, Krishna3 (AUTHOR) krishnaj@ee.iitm.ac.in |
| Source: | Mathematics of Operations Research (INFORMS). Nov2025, Vol. 50 Issue 4, p2470-2501. 32p. |
| Database: | Business Source Ultimate |
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| ISSN: | 0364765X |
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| DOI: | 10.1287/moor.2022.0266 |
