"Autonomous Sparse Mean-CVaR Portfolio Optimization."

Yizun Lin et al. (2024)

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DOI: 10.48550/ARXIV.2405.08047

access: open

type: Informal or Other Publication

metadata version: 2024-06-24

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  - https://dblp.org/rec/journals/corr/abs-2405-08047
Yizun Lin, Yangyu Zhang, Zhao-Rong Lai, Cheng Li:
Autonomous Sparse Mean-CVaR Portfolio Optimization. CoRR abs/2405.08047 (2024)

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