INFOCOM
2011
IEEE
12 years 8 months ago
2011
IEEE
—This paper considers the problem of designing scheduling algorithms for multi-channel (e.g., OFDM-based) wireless downlink systems. We show that the Server-Side Greedy (SSG) rul...
ANOR
2011
12 years 11 months ago
2011
Abstract The purpose of this article is to analyze and compare two standard portfolio insurance methods: Option-based Portfolio Insurance (OBPI) and Constant Proportion Portfolio I...
SIAMJO
2002
13 years 4 months ago
2002
We consider the problem of constructing mean{risk models which are consistent with the second degree stochastic dominance relation. By exploiting duality relations of convex analys...
SIAMJO
2008
13 years 4 months ago
2008
Stochastic dominance constraints allow a decision-maker to manage risk in an optimization setting by requiring their decision to yield a random outcome which stochastically domina...
MANSCI
2006
13 years 4 months ago
2006
Second order stochastic dominance characterizes risk-averse preferences represented by expected utility. This paper supplies second order stochastic dominance conditions that char...
MP
2008
13 years 4 months ago
2008
Stochastic dominance relations are well-studied in statistics, decision theory and economics. Recently, there has been significant interest in introducing dominance relations into...
ISIPTA
2005
IEEE
13 years 10 months ago
2005
IEEE
This paper addresses the problem of market risk management for a company in the electricity industry. When dealing with corporate volumetric exposure, there is a need for a method...