Jump to: Monograph
Number of items: 1.
Monograph
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