Search Machine Learning Repository:
On tracking portfolios with certainty equivalents on a generalization of Markowitz model: the Fool, the Wise and the Adaptive
Authors: Richard Nock, Brice Magdalou, Eric Briys and Frank Nielsen
Conference: Proceedings of the 28th International Conference on Machine Learning (ICML-11)
authors venues years
Suggest Changes to this paper.
Brought to you by the WUSTL Machine Learning Group. We have open faculty positions (tenured and tenure-track).