JASA Nov 11, 2026

Expected Shortfall Regression via Optimization

Authors
Yuanzhi Li Shushu Zhang Xuming He
Research Topics
Machine Learning Computational Statistics
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Paper Information
  • Journal:
    Journal of the American Statistical Association
  • DOI:
    10.1080/01621459.2026.2750972
  • Published:
    November 11, 2026
  • Added to Tracker:
    Nov 13, 2026
Author Details
Yuanzhi Li
Author
Shushu Zhang
Author
Xuming He
Author
Research Topics & Keywords
Machine Learning
Research Area
Computational Statistics
Research Area
Citation Information
APA Format
Yuanzhi Li , Shushu Zhang & Xuming He (2026) . Expected Shortfall Regression via Optimization. Journal of the American Statistical Association , 10.1080/01621459.2026.2750972.
BibTeX Format
@article{paper1902,
  title = { Expected Shortfall Regression via Optimization },
  author = { Yuanzhi Li and Shushu Zhang and Xuming He },
  journal = { Journal of the American Statistical Association },
  year = { 2026 },
  doi = { 10.1080/01621459.2026.2750972 },
  url = { https://doi.org/10.1080/01621459.2026.2750972 }
}
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