Bias-variance trade-off in portfolio optimization under expected shortfall with $ \newcommand{\e}{{\rm e}} {\ell_2}$ regularization (Q5006871)

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scientific article; zbMATH DE number 7382747
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Bias-variance trade-off in portfolio optimization under expected shortfall with $ \newcommand{\e}{{\rm e}} {\ell_2}$ regularization
scientific article; zbMATH DE number 7382747

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