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2022
Costa, Manon, Gadat, Sébastien
and Huang, Lorick
(2022)
CV@R penalized portfolio optimization with biased stochastic mirror descent.
TSE Working Paper, n. 22-1342, Toulouse
Costa, Manon, Gadat, Sébastien
and Huang, Lorick
(2022)
CV@R penalized portfolio optimization with biased stochastic mirror descent.
TSE Working Paper, n. 22-1342, Toulouse