Fast gradient descent method for mean-CVaR optimization (Q2393350): Difference between revisions
From MaRDI portal
Latest revision as of 17:21, 6 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fast gradient descent method for mean-CVaR optimization |
scientific article |
Statements
Fast gradient descent method for mean-CVaR optimization (English)
0 references
7 August 2013
0 references
conditional value-at-risk
0 references
portfolio optimization
0 references