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Article

Costa, Manon, Gadat, Sébastien and Huang, Lorick (2025) CV@R penalized portfolio optimization with biased stochastic mirror descent. Finance and Stochastics, Vol. 29. pp. 609-664.

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

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