This is the homepage for the paper:
"On Tracking Portfolios with Certainty Equivalents on a Generalization of Markowitz Model: the Fool, the Wise and the Adaptive"
by R. Nock, B. Magdalou, E. Briys and F. Nielsen, appearing in ICML 2011. Here are the files available for downloading:
ICML paper
(.pdf file, 5 Mb);
supplementary material
(.pdf file, 32 Mb);
poster
(.pdf file, 4.3 Mb);
slides of the talk
(.pdf file, 6 Mb);
talk webcast
.
(.pdf file, 5 Mb); (.pdf file, 32 Mb); (.pdf file, 4.3 Mb); (.pdf file, 6 Mb);.
(.pdf file, 5 Mb); (.pdf file, 32 Mb); (.pdf file, 4.3 Mb); (.pdf file, 6 Mb);.