Fast gradient descent method for mean-CVaR optimization (Q2393350)

From MaRDI portal
Revision as of 20:19, 2 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Fast gradient descent method for mean-CVaR optimization
scientific article

    Statements

    title
    Fast gradient descent method for mean-CVaR optimization (English)
    0 references
    author
    Garud Iyengar
    0 references
    Alfred Ka Chun Ma
    0 references
    publication date
    7 August 2013
    0 references
    Mathematics Subject Classification ID
    91G10
    0 references
    90C52
    0 references
    91G60
    0 references
    zbMATH DE Number
    6196261
    0 references
    zbMATH Keywords
    conditional value-at-risk
    0 references
    portfolio optimization
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2393350&oldid=15028074"
    Powered by MediaWiki