Zobrazeno 1 - 10
of 78
pro vyhledávání: '"Duy Minh Dang"'
Autor:
Van Sinh Nguyen, Minh Khoi Chau, Quang Minh Vo, Van Khoa Le, Thi Kim Phuong Nguyen, Masaaki Araki, Roland N. Perry, Anh Duc Tran, Duy Minh Dang, Ba Linh Tran, Gyu Lee Chol, Koki Toyota
Publikováno v:
Ecological Indicators, Vol 122, Iss , Pp 107284- (2021)
Saltwater intrusion is a potential risk damaging crop diversity and productivity due to degraded soil physicochemical properties. However, little is known about how salinity affects the structure and function of soil nematodes community in intensive
Externí odkaz:
https://doaj.org/article/d39898277e9141eabeb75ebb9c711eb9
Akademický článek
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Publikováno v:
European Journal of Operational Research. 289:774-792
In single-period portfolio optimization settings, Mean-Variance (MV) optimization can result in notoriously unstable asset allocations due to small changes in the underlying asset parameters. This has resulted in the widespread questioning of whether
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0a5605dded413acfa4a627c9f69f8ef7
https://doi.org/10.1016/j.ejor.2020.07.021
https://doi.org/10.1016/j.ejor.2020.07.021
Publikováno v:
SIAM Journal on Financial Mathematics. 12:566-603
We compare the distributions of terminal wealth obtained from implementing the optimal investment strategies associated with the different approaches to dynamic mean-variance (MV) optimization avai...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::297487c54e4715fbc567b52a840c1486
https://doi.org/10.1137/20m1338241
https://doi.org/10.1137/20m1338241
Publikováno v:
SIAM Journal on Financial Mathematics. 10:815-856
We investigate the mean-quadratic variation (MQV) portfolio optimization problem and its relationship to the time-consistent mean-variance (TCMV) portfolio optimization problem. In the case of jumps in the risky asset process and no investment constr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d665cc8c3ad955c185f3324a7b4c9349
https://doi.org/10.1137/18m1222570
https://doi.org/10.1137/18m1222570
Autor:
Ba Linh Tran, Thi Kim Phuong Nguyen, Anh Duc Tran, Quang Minh Vo, Minh Khoi Chau, Koki Toyota, Van Sinh Nguyen, Gyu Lee Chol, Van Khoa Le, Duy Minh Dang, Roland N. Perry, Masaaki Araki
Publikováno v:
Ecological Indicators, Vol 122, Iss, Pp 107284-(2021)
Saltwater intrusion is a potential risk damaging crop diversity and productivity due to degraded soil physicochemical properties. However, little is known about how salinity affects the structure and function of soil nematodes community in intensive
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8dd701ebf1423cb6a3cd448f683f094d
http://www.sciencedirect.com/science/article/pii/S1470160X20312267
http://www.sciencedirect.com/science/article/pii/S1470160X20312267
Publikováno v:
Insurance: Mathematics and Economics. 83:9-28
We investigate the time-consistent mean–variance (MV) portfolio optimization problem, popular in investment–reinsurance and investment-only applications, under a realistic context that involves the simultaneous application of different types of i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5912d9fa29d6108b07533caf57161819
https://doi.org/10.1016/j.insmatheco.2018.08.003
https://doi.org/10.1016/j.insmatheco.2018.08.003
Publikováno v:
SIAM Journal on Scientific Computing. 40:B1-B31
In this paper, we study a partial differential equation (PDE) framework for option pricing where the underlying factors exhibit stochastic correlation, with an emphasis on computation. We derive a multi-dimensional time-dependent PDE for the correspo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::34aebf99dc47f3c374cf49265a120398
https://doi.org/10.1137/16m1099017
https://doi.org/10.1137/16m1099017
Akademický článek
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Akademický článek
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