Work

Code and Data Repository for Black-box CoVaR and Its Gradient Estimation

Year: 2025

Type: article

Source: INFORMS journal on computing

DOI: 10.1287/ijoc.2024.0833.cd

Authors: Hao Cao, Jianqiang Hu, Jianqiang Hu, Jiaqiao Hu, Jiaqiao Hu

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4413464732

FWCI: 1.582

Cites:

Cited by: 2

Related to: 10