Papp, G; Caccioli, F; Kondor, I; (2019) Bias-variance trade-off in portfolio optimization under expected shortfall with l(2) regularization. Journal of Statistical Mechanics: Theory and Experiment , 2019 , Article 013402. 10.1088/1742-5468/aaf108 . Green open access
http://bit.ly/2GwSQkK
Medicine by Alexandros G.Sfakianakis,Anapafseos 5 Agios Nikolaos,Crete 72100,Greece,tel :00302841026182 & 00306932607174
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Δευτέρα 18 Φεβρουαρίου 2019
Bias-variance trade-off in portfolio optimization under expected shortfall with l(2) regularization
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