Replaces
Manon Costa, Sébastien Gadat, and Lorick Huang, “CV@R penalized portfolio optimization with biased stochastic mirror descent”, TSE Working Paper, n. 22-1342, June 2022, revised November 2023.
Reference
Manon Costa, Sébastien Gadat, and Lorick Huang, “CV@R penalized portfolio optimization with biased stochastic mirror descent”, Finance and Stochastics, 2025, forthcoming.
See also
Published in
Finance and Stochastics, 2025, forthcoming