Number of items: 2.
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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