Number of items: 1.
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)