Tailoring to the Tails: Risk Measures for Fine-Grained Tail Sensitivity.

Christian Fröhlich Robert C. Williamson

Published in: Trans. Mach. Learn. Res. (2023)

Keyphrases

fine grained
risk measures
coarse grained
risk averse
access control
sensitivity analysis
robust optimization
portfolio optimization
portfolio selection
decision makers
stochastic programming