273 search results - page 34 / 55 » Robust Asset Allocation |
CDC
2008
IEEE
14 years 2 months ago
2008
IEEE
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...
FC
2005
Springer
14 years 1 months ago
2005
Springer
Abstract. This work introduces a new tool for a fund manager to verifiably communicate portfolio risk characteristics to an investor. We address the classic dilemma: How can an in...
CIAC
2003
Springer
14 years 27 days ago
2003
Springer
Abstract. We consider problems of (new) station placement along (existing) railway tracks, so as to increase the number of users. We prove that, in spite of the NP-hardness for the...
GRID
2007
Springer
13 years 11 months ago
2007
Springer
The global inter-networking infrastructure that has become essential for contemporary day-to-day computing and communication tasks, has also enabled the deployment of several large...
WSC
1997
13 years 9 months ago
1997
Evolving doctrine in the U. S. Marine Corps emphasizes small, highly-mobile forces, supported from the sea rather than from large, land-based supply points. We introduce some emer...