@article{afullydatadrivenapproachtominimizing,
  title = {A fully data-driven approach to minimizing CVaR for portfolio of assets via SGLD with discontinuous updating},
  author = {Sotirios Sabanis and Ying Zhang},
  year = {2020},
  eprint = {2007.01672},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2007.01672v1},
}