@article{optimizingexpectedshortfallunderanell1,
  title = {Optimizing Expected Shortfall under an $\ell_1$ constraint -- an analytic approach},
  author = {Gábor Papp and Imre Kondor and Fabio Caccioli},
  year = {2021},
  eprint = {2103.04375},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2103.04375v1},
}