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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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Bias-variance trade-off in portfolio optimization under expected shortfall with $ \newcommand{\e}{{\rm e}} {\ell_2}$ regularization (English)
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17 August 2021
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