Hello!
Please dowload the most updated version of our paper Recursive Optimization of Convex Risk Measures: Mean-Semideviation Models.
Except for minor fixes here and there, the new version now also includes an explicit practical illustration of the proposed mean-semideviation risk measures on a chance-constrained newsvendor problem, classical in Computer Science and Operations Research.
The update will soon be available on Arxiv (math.OC), as well.
