A risk measurement approach from risk-averse stochastic optimization of score functions

Published in Working paper, 2022

Recommended citation: Righi, M. B., Müller, F. M., & Moresco, M. R. (2022). A risk measurement approach from risk-averse stochastic optimization of score functions. arXiv preprint arXiv:2208.14809. https://arxiv.org/pdf/2208.14809.pdf