Mean-variance optimization provides a framework for constructing portfolios that have minimum risk for a given level of expected return. The required inputs are the expected asset returns, the asset covariance matrix, and a set of investment constraints. While portfolio optimization always leads...

To address the problem of geometric performance attribution in a recently proposed framework of qualitative characteristics and quantitative properties, the approach reported here is to solve the problem in a two-step fashion. The first step is to define a set of attribution effects in their...

With the proliferation of smartphone-based ridesharing apps around the world, traffic assignment with ridesharing is drawing increasing attentions in recent years. A number of ridesharing user equilibrium (RUE) models have been proposed, but most of them are formulated as mixed complementary...