On tracking portfolios with certainty equivalents on a generalization of Markowitz model: the Fool, the Wise and the Adaptive
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Richard Nock, Brice Magdalou, Eric Briys, Frank Nielsen
On tracking portfolios with certainty equivalents on a generalization of Markowitz model: the Fool, the Wise and the Adaptive
ICML, 2011.

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@inproceedings{ICML-2011-NockMBN,
	author        = "Richard Nock and Brice Magdalou and Eric Briys and Frank Nielsen",
	booktitle     = "{Proceedings of the 28th International Conference on Machine Learning}",
	pages         = "73--80",
	publisher     = "{Omnipress}",
	title         = "{On tracking portfolios with certainty equivalents on a generalization of Markowitz model: the Fool, the Wise and the Adaptive}",
	year          = 2011,
}

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