This paper considers extensions of 2-dimensional factor models to higher-dimension data that can be represented as tensors. I describe decompositions of tensors that generalize the standard matrix singular value decomposition and principal component analysis to higher dimensions. I estimate the...

Convex Sets: Basic properties -- Convex Sets: Binary Operations -- Convex Sets: Topological Properties -- Convex Sets: Dual Description -- Convex Functions: Basic Properties -- Convex Functions: Dual Description -- Convex Problems: The Main Questions -- Optimality Conditions: Reformulations --...

The main result of this paper is the convexity of Step out - Step in (SoSi) sequencing games, a class of relaxed sequencing games first analyzed by Musegaas, Borm, and Quant (2015). The proof makes use of a polynomial time algorithm determining the value and an optimal processing order for an...

We develop and implement a portfolio optimization method for building investment portfolios that dominate a given benchmark index in terms of third-degree stochastic dominance. Our approach relies on the properties of the semi-variance function, a refinement of an existing 'super-convex'...