ML Anthology

On Tracking Portfolios with Certainty Equivalents on a Generalization of Markowitz Model: The Fool, the Wise and the Adaptive

Richard Nock, Brice Magdalou, Eric Briys, Frank Nielsen
ICML 2011 pp. 73-80
/icml/2011/nock2011icml-tracking/
ICML Semantic Scholar

Cite

Text

Nock et al. "On Tracking Portfolios with Certainty Equivalents on a Generalization of Markowitz Model: The Fool, the Wise and the Adaptive." International Conference on Machine Learning, 2011.

Markdown

[Nock et al. "On Tracking Portfolios with Certainty Equivalents on a Generalization of Markowitz Model: The Fool, the Wise and the Adaptive." International Conference on Machine Learning, 2011.](https://mlanthology.org/icml/2011/nock2011icml-tracking/)

BibTeX

@inproceedings{nock2011icml-tracking,
  title     = {{On Tracking Portfolios with Certainty Equivalents on a Generalization of Markowitz Model: The Fool, the Wise and the Adaptive}},
  author    = {Nock, Richard and Magdalou, Brice and Briys, Eric and Nielsen, Frank},
  booktitle = {International Conference on Machine Learning},
  year      = {2011},
  pages     = {73-80},
  url       = {https://mlanthology.org/icml/2011/nock2011icml-tracking/}
}