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Discrete Wasserstein barycenters : optimal transport for discrete data
Anderes, Ethan; Borgwardt, Steffen; Miller, Jacob - In: Mathematical methods of operations research 84 (2016) 2, pp. 389-409
Persistent link: https://www.econbiz.de/10011673536
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Lyapunov functions for time-scale dynamics on Riemannian geometries of the simplex
Harper, Marc; Fryer, Dashiell - In: Dynamic games and applications : DGA 5 (2015) 3, pp. 318-333
Persistent link: https://www.econbiz.de/10011547155
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Endogenous prices in a Riemannian Geometry Framework
Gardes, François - 2021
Persistent link: https://www.econbiz.de/10012668181
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Geometric proofs for convex hull defining formulations
Zuckerberg, Mark - In: Operations research letters 44 (2016) 5, pp. 625-629
Persistent link: https://www.econbiz.de/10011596577
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On fractional continuous weighted OWA (FCWOWA) operator with applications
Agahi, Hamzeh - 2020
Persistent link: https://www.econbiz.de/10012233062
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Weak limits of random coefficient autoregressive processes and their application in ruin theory
Dong, Y.; Spielmann, J. - In: Insurance / Mathematics & economics 91 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012241966
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Uncertainty by regulation : Rottenberg's invariance principle
Fort, Rodney; Maxcy, Joel G.; Diehl, Mark - In: Research in economics : an international review of economics 70 (2016) 3, pp. 454-467
Persistent link: https://www.econbiz.de/10011631190
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Double asymptotics for explosive continuous time models
Wang, XiaoHu; Yu, Jun - In: Journal of econometrics 193 (2016) 1, pp. 35-53
Persistent link: https://www.econbiz.de/10011704761
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Nonlinearity induced weak instrumentation
Kasparis, Ioannis; Phillips, Peter C. B.; Magdalinos, Tassos - In: Econometric reviews 33 (2014) 5/6, pp. 676-712
Persistent link: https://www.econbiz.de/10010363893
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Exact arbitrage and portfolio analysis in large asset markets
Khan, M. Ali; Sun, Yeneng - 2002
(normalized riskless, mean, cost, factor and mean-variance efficient portfolios) to furnish exact portfolio compositions in terms … pricing theory (APT). We also characterize conditions under which a mean-variance efficient portfolio is a benchmark portfolio …
Persistent link: https://www.econbiz.de/10010293500