Within this paper we study the Minkowski sum of prisms ("Cephoids") in a finite dimensional vector space. We provide a representation of a finite sum of prisms in terms of inequalities. -- Convex analysis ; Minkowski sum ; polytopes

Linear Methods are often used to compute approximate solutions to dynamic models, as these models often cannot be solved analytically. Linear methods are very popular, as they can easily be implemented. Also, they provide a useful starting point for understanding more elaborate numerical...

Following Levy and Roll [2010], we posit that the market portfolio is the efficient tangent Markowitz portfolio, i.e., it is mean-variance efficient. We then reverse engineer the expected returns and variance terms with constraints imposed by empirical data on a hierarchy of asset baskets. This...