Results 61 to 70 of about 2,360 (226)
Optimal Portfolio Choice With Cross‐Impact Propagators
Mathematical Finance, EarlyView.ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber +2 more
wiley +1 more source
Linear Algebra and its Applications, 2014 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bekjan, Turdebek N., Raikhan, Madi
openaire +2 more sources
Panel Sequential Group Estimation of Interactive Effects Models
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT This paper proposes a novel procedure to identify latent groups in the slopes of panel data models with interactive effects. The method is straightforward to apply and relies only on closed‐form estimators when evaluating the objective function.
Ignace De Vos, Joakim Westerlund
wiley +1 more source
Integral inequalities for some convex functions via generalized fractional integrals
Journal of Inequalities and Applications, 2018 In this paper, we obtain the Hermite–Hadamard type inequalities for s-convex functions and m-convex functions via a generalized fractional integral, known as Katugampola fractional integral, which is the generalization of Riemann–Liouville fractional ...
Naila Mehreen, Matloob Anwar
doaj +1 more source
Capital in Motion: Synthesizing the Circulation and Reproduction in a Multi‐Sector Growth Model
Metroeconomica, Volume 77, Issue 3, Page 274-288, July 2026.ABSTRACT This paper analyzes Capital in Motion (CIM) in a capitalist economy, based on Karl Marx's Capital, Volume 2. It examines the circuit of capital, distinguishing between stock and flow variables, and integrates a multi‐sector growth model that combines the circuit and turnover of capital with the reproduction scheme.
Takashi Satoh
wiley +1 more source
Hadamard's Inequality forr-Convex Functions
Journal of Mathematical Analysis and Applications, 1997 Versions of the upper Hadamard inequality are developed for r-convex and r-concave functions. (C) 1997 Academic Press. [References: 8]
Gill, P., Pearce, C., Pecaric, J.
openaire +3 more sources
Oppenheim–Schur inequalities for causal products
Bulletin of the London Mathematical Society, Volume 58, Issue 6, June 2026.Abstract We establish a class of Oppenheim–Schur‐type inequalities for the convolutional Jury product of positive semidefinite matrices. These results extend the classical Schur and Oppenheim inequalities associated with the Hadamard product to a causal convolutional setting.
Dominique Guillot +2 more
wiley +1 more source
New refinements of the Hadamard inequality on coordinated convex function
Journal of Inequalities and Applications, 2019 In this paper, new refinements of the Hadamard inequality on coordinated convex function are established. Besides, a simple proof of the Hadamard type for linear functions is also found.
Ahoud Almutairi, Adem Kılıçman
doaj +1 more source
Mathematical Methods in the Applied Sciences, Volume 49, Issue 8, Page 7975-8005, 30 May 2026.ABSTRACT We study eigenvalue problems for the de Rham complex on varying three‐dimensional domains. Our analysis includes the Helmholtz equation as well as the Maxwell system with mixed boundary conditions and non‐constant coefficients. We provide Hadamard‐type formulas for the shape derivatives under weak regularity assumptions on the domain and its ...
Pier Domenico Lamberti +2 more
wiley +1 more source
The Hermite Hadamard Inequality on Hypercuboid
JOURNAL OF ADVANCES IN MATHEMATICS, 2019 Given any a := (a1; a2,... ; an) and b := (b1; b2;... ; bn) in Rn. The n-fold convex function dened on [a; b], a; b 2 Rn with a < b is a convex function in each variable separately. In this work we prove an inequality of Hermite-Hadamard type for n-fold convex functions. Namely, we establish the inequality
openaire +3 more sources