Results 271 to 280 of about 4,094,105 (298)
Some of the next articles are maybe not open access.
MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING
Mathematical Finance, 2005In this paper we investigate the problem of mean–variance portfolio choice with bankruptcy prohibition. For incomplete markets with continuous assets' price processes and for complete markets, it is shown that the mean–variance efficient portfolios can be expressed as the optimal strategies of partial hedging for quadratic loss function.
openaire +2 more sources
Measurement of quadratic mean deviations by means of a cathode-ray tube
Measurement Techniques, 1962The above method can be applied not only to processes with a normal distribution law. If the signal amplitudes are distributed according to an equal probability law, which is apparent from the glowing of the screen, the quadratic mean deviation in this instance can be determined from the width Δ of the uniformly glowing strip on the screen by ...
openaire +1 more source
ϵ-Nash Mean-Field Games for General Linear-Quadratic Systems With Applications
Automatica, 2020exaly
Discrete Time Mean-Field Stochastic Linear-Quadratic Optimal Control Problems
Automatica, 2013Robert J. Elliott, Xun Li, Yuan-Hua Ni
exaly
Sharp One-Parameter Geometric and Quadratic Means Bounds for the Sándor–Yang Means
Revista De La Real Academia De Ciencias Exactas, Fisicas Y Naturales - Serie A: Matematicas, 2020Yu-Ming Chu
exaly