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Portfolio Optimization Via Online Gradient Descent and Risk Control

Crossref DOI link: https://doi.org/10.1007/s10614-022-10284-0

Published Online: 2022-06-30

Published Print: 2023-06

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Yamim, J. D. M.

Borges, C. C. H.

Neto, R. F. https://orcid.org/0000-0002-8432-9772
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Text and Data Mining valid from 2022-06-30

Version of Record valid from 2022-06-30
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Article History

Accepted: 23 May 2022

First Online: 30 June 2022

Declarations

:

: The authors have not disclosed any competing interests.