Results 11 to 20 of about 137 (129)
Risk capital allocation for RORAC optimization [PDF]
, 2011 This paper considers the financial optimization problem of a firm with several sub-businesses striving for its optimal RORAC. An insightful example shows that the implementation of classical gradient capital allocation can be suboptimal if division ...
Gregor Dorfleitner +5 more
core +1 more source
$L$-fuzzy ideal degrees in effect algebras [PDF]
, 2022 summary:In this paper, considering $L$ being a completely distributive lattice, we first introduce the concept of $L$-fuzzy ideal degrees in an effect algebra $E$, in symbol $\mathfrak{D}_{ei}$.
Wei, Xiaowei, Shi, Fu-Gui
core +1 more source
Convexity inequalities for estimating generalized conditional entropies from below [PDF]
, 2008 summary:Generalized entropic functionals are in an active area of research. Hence lower and upper bounds on these functionals are of interest. Lower bounds for estimating Rényi conditional $\alpha$-entropy and two kinds of non-extensive conditional ...
Imre Csiszár +2 more
core +1 more source
Generalized externality games [PDF]
, 2001 Externality games are studied in Grafe et al. (1998). We define a generalization of this class of games and show, using the methodology in Izquierdo and Rafels (1996 and 2001), some properties of the new class of generalized externality games.
Corcho, Paula, Ferreira, José Luis
core +1 more source
Complementarity and uncertainty in Mach-Zehnder interferometry and beyond [PDF]
, 2006 A coherent account of the connections and contrasts between the principles of complementarity and uncertainty is developed starting from a survey of the various formalizations of these principles.
Paul Busch +3 more
core +1 more source
Introducción a la teoría estadística del riesgo [PDF]
, 2022 ilustraciones, graficasEn la actualidad, el tratamiento tanto estadístico como matemático del riesgo forma parte de los conocimientos elementales necesarios para actuarios y financieros.
Jiménez Moscoso, José Alfredo
core +1 more source
Pollution‐adjusted productivity analysis : The use of Malmquist and Luenberger productivity measures
, 2020 International audienceThis paper aims to define pollution‐adjusted Malmquist and Luenberger productivity measures through generalized pollution‐adjusted production technology.
Paola Ravelojaona +3 more
core +1 more source
Linearization of an abstract convexity space [PDF]
, 1978 Axiomatic convexity space, introduced by Kay and Womble [22] , will be the main topic discussed in this thesis. An axiomatic convexity space (X,C), which is domain finite and has regular straight segments, is called a basic convexity space, A weak ...
Yong, Sin
core
Generalized minimizers of convex integral functionals, Bregman distance, Pythagorean identities [PDF]
, 2001 summary:Integral functionals based on convex normal integrands are minimized subject to finitely many moment constraints. The integrands are finite on the positive and infinite on the negative numbers, strictly convex but not necessarily differentiable ...
Matúš, František +7 more
core +1 more source
On the Existence of Solutions of Dynamic Equations on Time Scales in Banach Spaces
Mathematical Methods in the Applied Sciences, Volume 49, Issue 13, Page 15358-15384, 15 September 2026.ABSTRACT In this paper we address the question of solvability of dynamic equations on time scales in Banach spaces. In particular, our main theorem extends the result for classical differential equations in Banach spaces of Banaś and Goebel established in [5], to an arbitrary time scale.
Dušan Oberta
wiley +1 more source