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EOR
2011
112views more  EOR 2011»
14 years 4 months ago
Continuous time mean variance asset allocation: A time-consistent strategy
We develop a numerical scheme for determining the optimal asset allocation strategy for time-consistent, continuous time, mean variance optimization. Any type of constraint can be...
J. Wang, P. A. Forsyth
JCT
2011
85views more  JCT 2011»
14 years 4 months ago
Substitution-closed pattern classes
The substitution closure of a pattern class is the class of all permutations obtained by repeated substitution. The principal pattern classes (those defined by a single restricti...
M. D. Atkinson, Nikola Ruskuc, Rebecca Smith
JCT
2011
84views more  JCT 2011»
14 years 4 months ago
Explicit separating invariants for cyclic P-groups
Abstract. We consider a finite dimensional indecomposable modular representation of a cyclic p-group and we give a recursive description of an associated separating set: We show t...
Müfit Sezer
JGT
2011
76views more  JGT 2011»
14 years 4 months ago
Intersections of graphs
Let G and H be two graphs of order n. If we place copies of G and H on a common vertex set, how much or little can they be made to overlap? The aim of this paper is to provide som...
Béla Bollobás, Alex D. Scott
RSA
2011
92views more  RSA 2011»
14 years 4 months ago
Highly nonrepetitive sequences: Winning strategies from the local lemma
We prove game-theoretic versions of several classical results on nonrepetitive sequences, showing the existence of winning strategies using an extension of the Local Lemma which c...
Wesley Pegden