The fundamental risk quadrangle in risk management, optimization and statistical estimation

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Fairness risk measures (2019, background): “One has that RCV,α and DCV,α are regular, coherent measures of risk and deviation respectively [Rockafellar and Uryasev, 2013].”
Robust empirical optimization is almost the same as mean-variance optimization (2018, unknown): “These are related though the penalty framework facilitates our analysis of the structure of the robust solution and other extensions such as the derivation of higher order terms in the expansion of the robust objective and similar expansions for robust regular risk measures [18] (which includes CVaR”
Statistics and Quantitative Risk Management for Banking and Insurance (2014, background): “Early work, stressing the link between Operations Research and QRM, especially in the context of the calculation of ES is by Stan Uryasev and R. Tyrell Rockafellar; see for instance Uryasev and Rockafellar (2013) and Chun et al. (2012).”