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.
@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,
}