We provide a technique for constructing optimal multiattribute screening contracts in a general setting with one-dimensional types based on necessary optimality conditions. Our approach allows for type-dependent participation constraints and arbitrary risk profiles. As an example we discuss...

This paper updates the global market portfolio per 2020, through revising already identified market portfolio asset classes, adding previously excluded asset classes, and studying the asset classes in further detail. Focus is on alternative and private market asset classes, which have been...

In this paper we outline the Lagrangian constrained optimization method to solve complex problems subject to constraints. Firstly we summarize the Lagrangian constrained optimization routine. Secondly we outline a detailed implementation strategy. Thirdly and finally we provide example and solve...