ConcentrationboundsforCVaRestimation:Thecasesoflight-tailedandheavy-taileddistributionsPrashanthL.A.1KrishnaJagannathan2RaviKumarKolla3Abstract(VaR)andConditional-Value-at-Risk(CVaR)aretworisk-awar...
ConcentrationInequalitiesforConditionalValueatRiskPhilipS.Thomas1ErikLearned-Miller1AbstractPrashanth&Ghavamzadeh,2013;Chow&Ghavamzadeh,2014;Tamaretal.,2015;Pintoetal.,2017;Morimuraetal.,Inthispape...
