We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
We prove the following inequality: for every positive integer n and every collection X1, . . . , Xn of nonnegative independent random variables that each has expectation 1, the pr...
This paper presents a novel procedure for the representation and coding of 3D surfaces using hierarchical adaptive triangulation. The proposed procedure is based on pyramidal anal...