Fast gradient descent method for mean-CVaR optimization (Q2393350)
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scientific article; zbMATH DE number 6196261
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Fast gradient descent method for mean-CVaR optimization |
scientific article; zbMATH DE number 6196261 |
Statements
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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0.7928945422172546
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0.7897871732711792
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0.7832919359207153
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0.7762090563774109
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0.7631942629814148
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