Zobrazeno 1 - 10
of 34
pro vyhledávání: '"B. Luderer"'
Publikováno v:
ORiON, Vol 25, Iss 1 (2009)
We impose dynamically, a shortfall constraint in terms of Tail Conditional Expectation on the portfolio selection problem in continuous time, in order to obtain optimal strategies. The financial market is assumed to comprise n risky assets driven by
Externí odkaz:
https://doaj.org/article/836b627bc8784f3c961a2d429f5ba84c
Autor:
Peter A. Baghurst, Stefano Bonassi, Sally J. Record, Michael Fenech, Wayne B. Luderer, Marcello Ceppi, Julie Turner
Publikováno v:
Carcinogenesis. 26:991-999
The aim of this study was to determine the association between dietary intake, determined using a food frequency questionnaire, and genome damage in lymphocytes measured using the micronucleus (MN) assay. The study, performed on 190 healthy individua
Autor:
B. Luderer, J. Weigelt
Publikováno v:
Computational Optimization and Applications. 24:83-93
We consider quasidifferentiable functions in the sense of Demyanov and Rubinov, i. e. functions, which are directionally differentiable and whose directional derivative can be expressed as a difference of two sublinear functions, so that its “subdi
Publikováno v:
Molecular and Cellular Endocrinology. 109:113-118
Steroid hormones are an important class of hormones synthesized from cholesterol by a number of endocrine organs; including ovaries, placenta, testes and adrenal glands. The first and rate-limiting step in steroidogenesis is the cleavage of the side-
Autor:
R. Tichatschke, B. Luderer
Publikováno v:
Optimization. 33:281-285
Autor:
J. Weigelt, B. Luderer
Publikováno v:
Optimization. 30:119-135
A class of methods for unconstrained minimization of quasidifferentiable, especially subdifferentiable functions is described, which includes well-known algorithms as special cases. Moreover, it is shown that an algorithm previously published fails t
Publikováno v:
Optimization. 22:643-660
Various necessary minimum conditions in quasidifferential calculus are compared. These conditions as well as regularity conditions and some estimates of directional derivatives are studied concerning their dependence on the special choice of a quasid
Publikováno v:
Optimization. 22:474-479
Autor:
D. Lautenschaäger, K.U. Küénle, K.H. Elster, F. Beichelt, B. Luderer, R. Tichatschke, K. Luhn, H. Sachs, H. Bandemer, C. Tammer, M. Borchardt, D. Franz, H. Killenberg, J. Thierfelder, J. Harant
Publikováno v:
Optimization. 21:812-828