Fast gradient descent method for mean-CVaR optimization (Q2393350): Difference between revisions
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Revision as of 00:16, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast gradient descent method for mean-CVaR optimization |
scientific article |
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Fast gradient descent method for mean-CVaR optimization (English)
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7 August 2013
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conditional value-at-risk
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portfolio optimization
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