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Costa, Manon
, Gadat, Sébastien and Huang, Lorick
(2024)
CV@R penalized portfolio optimization with biased stochastic mirror descent.
Finance and Stochastics.
(In Press)
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Official URL : http://tse-fr.eu/pub/128711
Identification Number : 10.48550/arXiv.2402.11999
| Item Type: | Article |
|---|---|
| Language: | English |
| Date: | 2024 |
| Refereed: | Yes |
| Place of Publication: | Berlin |
| Subjects: | B- ECONOMIE ET FINANCE |
| Divisions: | TSE-R (Toulouse) |
| Site: | UT1 |
| Date Deposited: | 17 Nov 2023 10:11 |
| Last Modified: | 16 Dec 2024 13:37 |
| OAI Identifier: | oai:tse-fr.eu:128711 |
| URI: | https://publications.ut-capitole.fr/id/eprint/48376 |
Available Versions of this Item
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CV@R penalized portfolio optimization with biased stochastic mirror descent. (deposited 22 Jun 2022 08:26)
- CV@R penalized portfolio optimization with biased stochastic mirror descent. (deposited 17 Nov 2023 10:11) [Currently Displayed]
