4 search results - page 1 / 1 » A note on the existence of the power investor's optimizer |
FS
2011
12 years 11 months ago
2011
[KLSX91] ensure the existence of the expected utility maximizer for investors with constant relative risk aversion coefficients less than one. In this note, we explain a simple tr...
SIAMAM
2008
13 years 4 months ago
2008
Abstract. We develop a partial equilibrium model to investigate the problem of optimal liquidation over a finite or infinite time horizon for an investor with large holdings in a r...
SAT
2009
Springer
13 years 11 months ago
2009
Springer
One of the starting points of propositional proof complexity is the seminal paper by Cook and Reckhow [6], where they defined propositional proof systems as poly-time computable f...
TASE
2008
IEEE
13 years 4 months ago
2008
IEEE
Abstract--Cluster tools are widely used as semiconductor manufacturing equipment. While throughput analysis and scheduling of single-cluster tools have been well-studied, research ...