We consider the practical issue - how an investor incorporates multidimensional risks from factor models directly into portfolio selection, and formulate the issue by multiple objective portfolio selection. Then we analytically derive efficient surfaces in multiple objective portfolio selection...

Despite the volume of research conducted on efficient frontiers, in many cases it is still not the easiest thing to compute a mean-variance (MV) efficient frontier even when all constraints are linear. This is particularly true of large-scale problems having dense covariance matrices and hence...

Background: Identifying differentially expressed genes has been an important and widely used approach to investigate gene functions and molecular mechanisms. A related issue that has drawn much less attention but is equally important is the identification of constantly expressed genes across...