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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)
Costa, Manon, Gadat, Sébastien and Huang, Lorick (2024) CV@R penalized portfolio optimization with biased stochastic mirror descent. Finance and Stochastics. (In Press)