Stochastic disaggregation model, based on coupling of the modified version of the Bartlett-Lewis Rectangular Pulse stochastic rainfall model and proportional adjusting procedure, is shown to disaggregate daily observed precipitation to hourly scale. Furthermore synthetic hourly time series are...

This paper presents the theoretical and applicative model elaborated by Harry Markowitz on the determination of the structure of the efficient securities portfolio. In this sense, in order to determine the structure of the efficient Markowitz portfolio (PE), a Lagrange function is built and...