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B. Beyond and C. First, We say that R? L 1 (?) ? R ? {+?} is a coherent risk measure if, for any Z, Z ? ? L 1 (?) and c ? R, it satisfies the following axioms: (Positive Homogeneity) R[?Z] = ?R

, It is known that the conditional value at risk is a member of a class of CRMs called ?-entropic risk measures Ahmadi-Javid, 2012.

, These CRMs are often used in the context of robust optimization Namkoong and Duchi, 2017.