Fast gradient descent method for mean-CVaR optimization (Q2393350)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Fast gradient descent method for mean-CVaR optimization |
scientific article; zbMATH DE number 6196261
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
7 August 2013
0 references
conditional value-at-risk
0 references
portfolio optimization
0 references
0.7928945422172546
0 references
0.7897871732711792
0 references
0.7832919359207153
0 references
0.7762090563774109
0 references
0.7631942629814148
0 references
