@InProceedings{ICML2011Nock_63,
  author =    {Richard Nock and Brice Magdalou and Eric Briys and Frank Nielsen},
  title =     {On tracking portfolios with certainty equivalents on a generalization of Markowitz model: the Fool, the Wise and the Adaptive},
  booktitle = {Proceedings of the 28th International Conference on Machine Learning (ICML-11)},
  series =    {ICML '11},
  year =      {2011},
  editor =    {Lise Getoor and Tobias Scheffer},
  location =  {Bellevue, Washington, USA},
  isbn =      {978-1-4503-0619-5},
  month =     {June},
  publisher = {ACM},
  address =   {New York, NY, USA},
  pages=      {73--80},
}