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Online Estimation and Optimization of Utility-Based Shortfall Risk.

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Title: Online Estimation and Optimization of Utility-Based Shortfall Risk.
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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  Data: Online Estimation and Optimization of Utility-Based Shortfall Risk.
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  Data: <searchLink fieldCode="AR" term="%22Hegde%2C+Vishwajit%22">Hegde, Vishwajit</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> me17b039@smail.iitm.ac.in</i><br /><searchLink fieldCode="AR" term="%22Menon%2C+Arvind+Satish%22">Menon, Arvind Satish</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> ep17b017@smail.iitm.ac.in</i><br /><searchLink fieldCode="AR" term="%22Prashanth%2C+L%2EA%2E%22">Prashanth, L.A.</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> prashla@cse.iitm.ac.in</i><br /><searchLink fieldCode="AR" term="%22Jagannathan%2C+Krishna%22">Jagannathan, Krishna</searchLink><relatesTo>3</relatesTo> (AUTHOR)<i> krishnaj@ee.iitm.ac.in</i>
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  Data: <searchLink fieldCode="JN" term="%22Mathematics+of+Operations+Research+%28INFORMS%29%22">Mathematics of Operations Research (INFORMS)</searchLink>. Nov2025, Vol. 50 Issue 4, p2470-2501. 32p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=189423729
RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1287/moor.2022.0266
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      – Code: eng
        Text: English
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        PageCount: 32
        StartPage: 2470
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      – TitleFull: Online Estimation and Optimization of Utility-Based Shortfall Risk.
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            NameFull: Hegde, Vishwajit
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            NameFull: Menon, Arvind Satish
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            NameFull: Prashanth, L.A.
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            NameFull: Jagannathan, Krishna
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            – D: 01
              M: 11
              Text: Nov2025
              Type: published
              Y: 2025
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              Value: 50
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              Value: 4
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