We develop a numerical scheme for determining the optimal asset allocation strategy for time-consistent, continuous time, mean variance optimization. Any type of constraint can be applied to the investment policy. The optimal policies for time-consistent and pre-commitment strategies are...

We have investigated the shot noise in the mesoscopic system composed of a quantum dot (QD) coupled to ferromagnetic terminals under the perturbation of ac fields. The shot noise has been derived using the nonequilibrium Green's function (NGF) technique to describe the spin polarization effect...

In this colloquia review we discuss methods for thermal transport calculations for nanojunctions connected to two semi-infinite leads served as heat-baths. Our emphases are on fundamental quantum theory and atomistic models. We begin with an introduction of the Landauer formula for ballistic...

We have investigated the quantum transport through mesoscopic systems with a toroidal carbon nanotube coupled with two metal leads (N-TCN-N) threaded with an ac magnetic flux. The energy shifting takes place by applying the magnetic flux, and this shifting arises from both the dc and ac...

We report a theoretical study on generation of a spin polarized charge current with arbitrary spin polarization, including the fully-spin-polarized current. In a two-terminal mesoscopic ring device, the Rashba spin-orbit coupling (RSOC) is considered as well as a microwave field applied on one...