Results 201 to 210 of about 1,697,264 (287)

Robust Mean–Variance Portfolio Optimization: Mean–Variance–Variance Criterion Versus Mean–Variance–Standard Deviation Criterion

Mathematical Finance, EarlyView.
ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley   +1 more source

Integrated Communication and Navigation Measurement Signal Design for LEO Satellites with Side-Tone Modulation. [PDF]

Sensors (Basel)
Li X, Feng Y, Xue L.
europepmc   +1 more source

Representation of Forward Performance Criteria with Random Endowment via FBSDE and Its Application to Forward Optimized Certainty Equivalent

Mathematical Finance, EarlyView.
ABSTRACT We extend the notion of forward performance criteria to settings with random endowment in incomplete markets. Building on these results, we introduce and develop the novel concept of forward optimized certainty equivalent (forward OCE), which offers a genuinely dynamic valuation mechanism that accommodates progressively adaptive market model ...
Gechun Liang, Yifan Sun, Thaleia Zariphopoulou   +2 more
wiley   +1 more source

A Group Structure Guided Ultra-High Dimensional Feature Screening for Survival Outcome. [PDF]

Stat Med
He J, Li Y, Hou Y.
europepmc   +1 more source

How Are “Financial Balances” Financed? Wicksell, (Keynes) and the US Mainstream Don't Fit Today's Institutions; Kalecki, Triffin, and Minsky Got it Right

Metroeconomica, EarlyView.
ABSTRACT The paper examines the financial balances of the US economy. Government is the main borrower and households and the foreign sector the main lenders. Business net lending is minimal. The balances and their underlying transactions contradict the loanable funds theory and its “global savings glut” variation.
Michalis Nikiforos, Lance Taylor
wiley   +1 more source

Reconstructing Spatial Localization Error Maps via Physics-Informed Tensor Completion for Passive Sensor Systems. [PDF]

Sensors (Basel)
Zhang Z, Huang Z, Wang C, Jiang Q.
europepmc   +1 more source

Early Access to Regular Employment and Long‐Term Immigrant Integration: Evidence from an Italian Amnesty Program

Population and Development Review, EarlyView.
Abstract The early stages after arrival may play a crucial role in shaping immigrants’ long‐term integration trajectories. In this paper, we estimate the impact of obtaining regular employment within one year of arriving in Italy on the long‐term integration of immigrant individuals, approximately 10 years after arrival.
Chiara Pronzato, Luca Mo Costabella, Simona Fiore   +2 more
wiley   +1 more source

Most totally real fields do not have universal forms or the Northcott property. [PDF]

Proc Natl Acad Sci U S A
Daans N, Kala V, Man SH, Widmer M, Yatsyna P.   +4 more
europepmc   +1 more source

Unified Stein‐Type Characterizations of Bivariate Count Distributions With Applications

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT The derivation and application of Stein identities have received considerable research interest, especially for continuous distributions and univariate discrete distributions. In this article, we derive a unified Stein‐type characterization for three bivariate count models, namely the bivariate Poisson, type‐I bivariate binomial, and bivariate
Shaochen Wang, Christian H. Weiß
wiley   +1 more source

Privacy-Preserving ECC-Based AKA for Resource-Constrained IoT Sensor Networks with Forgotten Password Reset. [PDF]

Entropy (Basel)
Yu Y, Wei K, Qi K, Wu W.
europepmc   +1 more source