"On tracking portfolios with certainty equivalents on a generalization of ..."

Richard Nock et al. (2011)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2019-04-03

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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: 73-80

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