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market returns, J. Bus. 63 (1990), 511–524. 10.1086/296519 Madan D. Seneta E. The variance gamma (V.G.) model for share market returns J. Bus. 63 1990 511 524 [30] A. Mafusalov and S. Uryasev, CVaR (superquantile) norm: Stochastic case, European J. Oper. Res. 249 (2016), no. 1, 200–208. 10.1016/j.ejor.2015.09.058 Mafusalov A. Uryasev S. CVaR (superquantile) norm: Stochastic case European J. Oper. Res. 249 2016 1 200 208 [31] G. Mentel, Parametric or non-parametric estimation of value-at-risk, Int. J. Bus. Manag. 8 (2013), no. 11, 103–112. Mentel G. Parametric