@article{areverseexpectedshortfalloptimization,
  title = {A reverse ES (CVaR) optimization formula},
  author = {Yuanying Guan and Zhanyi Jiao and Ruodu Wang},
  year = {2022},
  eprint = {2203.02599},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2203.02599v2},
}