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2025
Costa, Manon
, Gadat, Sébastien
ORCID: https://orcid.org/0000-0003-1623-8550 and Huang, Lorick
(2025)
CV@R penalized portfolio optimization with biased stochastic mirror descent.
Finance and Stochastics, Vol. 29.
pp. 609-664.

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