In Markowitz portfolio optimization problems, the estimation of the inverse covariance matrix is not trivial and could even be intractable when the dimension is very high. In this article, we propose a linear portfolio optimizer (LPO) to solve Markowitz optimization problems in both...

This text brings together differing geographic perspectives in modeling and analysis in order to highlight infrastructure weaknesses or plan for their protection. Offering new methodological approaches, the book explores the potential consequences of critical infrastructure failure, stemming...