Travelled to:1 × USA
Collaborated with:R.Nock E.Briys F.Nielsen
Talks about:portfolio (1) markowitz (1) certainti (1) general (1) equival (1) track (1) model (1) adapt (1) wise (1) fool (1)
Person: Brice Magdalou
DBLP: Magdalou:Brice
Contributed to:
2011Wrote 1 papers:
- ICML-2011-NockMBN #adaptation #on the
- On tracking portfolios with certainty equivalents on a generalization of Markowitz model: the Fool, the Wise and the Adaptive (RN, BM, EB, FN), pp. 73–80.