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pro vyhledávání: '"Zhu, Qiji"'
Autor:
Maier-Paape, Stanislaus, Zhu, Qiji Jim
The aim of this paper is to provide several examples of convex risk measures necessary for the application of the general framework for portfolio theory of Maier-Paape and Zhu, presented in Part I of this series (arXiv:1710.04579 [q-fin.PM]). As alte
Externí odkaz:
http://arxiv.org/abs/1710.04818
Autor:
Maier-Paape, Stanislaus, Zhu, Qiji Jim
Publikováno v:
Risks 2018, 6(2), 53
Utility and risk are two often competing measurements on the investment success. We show that efficient trade-off between these two measurements for investment portfolios happens, in general, on a convex curve in the two dimensional space of utility
Externí odkaz:
http://arxiv.org/abs/1710.04579
Publikováno v:
Risks; Aug2024, Vol. 12 Issue 8, p132, 24p
Autor:
Vanderwerff, Jon, Zhu, Qiji J.
Publikováno v:
Proceedings of the American Mathematical Society, 1998 Sep 01. 126(9), 2691-2697.
Externí odkaz:
https://www.jstor.org/stable/119191
Publikováno v:
Transactions of the American Mathematical Society, 1998 Jun 01. 350(6), 2409-2429.
Externí odkaz:
https://www.jstor.org/stable/117573
Publikováno v:
Mathematics of Operations Research, 2016 May 01. 41(2), 626-642.
Externí odkaz:
http://www.jstor.org/stable/24736254
Autor:
Borwein Jonathan M., Zhu Qiji J.
Publikováno v:
Advances in Nonlinear Analysis, Vol 2, Iss 3, Pp 271-307 (2013)
The purpose of this paper is to survey and to provide a unified framework to connect a diverse group of results, currently scattered in the literature, that can be usefully viewed as consequences of applying variational methods to problems involving
Externí odkaz:
https://doaj.org/article/08293dcc40c24ae7a046d8266343f5e9
Autor:
Ledyaev, Yu. S., Zhu, Qiji J.
Publikováno v:
Transactions of the American Mathematical Society, 2007 Aug 01. 359(8), 3687-3732.
Externí odkaz:
https://www.jstor.org/stable/20161750
Akademický článek
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Autor:
Baake, Michael, Coons, Michael, Mañibo, Chrizaldy Neil, Bailey, David H., Borwein, Naomi Simone, Brent, Richard P., Burachik, Regina S., Osborn, Judy-anne Heather, Sims, Brailey, Zhu, Qiji J.
Publikováno v:
Springer Proceedings in Mathematics & Statistics ISBN: 9783030365677
We show that the Mahler measure of every Borwein polynomial—a polynomial with coefficients in \( \{-1,0,1 \}\) having non-zero constant term—can be expressed as a maximal Lyapunov exponent of a matrix cocycle that arises in the spectral theory of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::88e736397f707effcf0df902aafd8828
https://doi.org/10.1007/978-3-030-36568-4_20
https://doi.org/10.1007/978-3-030-36568-4_20