Similar Search Results

Billio, Monica; Calès, Ludovic; Guegan, Dominique - HAL - 2011

This paper presents a theorical framework to model the evolution of a portfolio whose weights vary over time. Such a portfolio is called a dynamic portfolio. In a first step, considering a given investment policy, we define the set of the investable portfolios. Then, considering portfolio...

Persistent link: https://www.econbiz.de/10010635094

Portfolio Symmetry and Momentum

Billio, Monica; Calès, Ludovic; Guegan, Dominique - HAL - 2009

Persistent link: https://www.econbiz.de/10010738666

Systemic risk in energy derivative markets: a graph theory analysis

Lautier, Delphine; Raynaud, Franck - HAL - 2012

This article uses graph theory to provide novel evidence regarding market integration, a favorable condition for systemic risk to appear in. Relying on daily futures returns covering a 12-year period, we examine cross- and inter-market linkages, both within the commodity complex and between...

Persistent link: https://www.econbiz.de/10010820627

An Interdisciplinary Approach to Coalition Formation

Berghammer, Rudolf; Rusinowska, Agnieszka; Swart, Harrie De - HAL - 2009

A stable government is by deﬁnition not dominated by any other government. However, it may happen that all governments are dominated. In graph-theoretic terms this means that the dominance graph does not possess a source. In this paper we are able to deal with this case by a clever combination...

Persistent link: https://www.econbiz.de/10008789071

The four-in-a-tree problem in triangle-free graphs

Derhy, Nicolas; Picouleau, Christophe; Trotignon, Nicolas - HAL - 2008

The three-in-a-tree algorithm of Chudnovsky and Seymour decides in time O(n4) whether three given vertices of a graph … provide an O(nm)-time algorithm that given a triangle-free graph G together with four vertices outputs either an induced tree …

Persistent link: https://www.econbiz.de/10010750367

Algorithm for Proportional Matrices in Reals and Integers

Balinski, Michel; Demange, Gabrielle - HAL - 1989

Let R be the set of nonnegative matrices whose row and column sums fall between specific limits and whose entries sum to some fixed h 0. Closely related axiomatic approaches have been developed to ascribe meanings to the statements: the real matrix fe R and the integer matrix a ~ R are...

Persistent link: https://www.econbiz.de/10008924931

Finding all minimal curb sets

Klimm, Max; Weibull, Jörgen - HAL - 2009

replies to all probabilistic beliefs over the set. We present an algorithm that computes all minimal sCURB sets in any given … finite game. Runtime measurements on two-player games (where the concepts of CURB and sCURB coincide) show that the algorithm … is considerably faster than the earlier developed algorithm, that of Benisch et al. (2006). …

Persistent link: https://www.econbiz.de/10008794399