Closed-form solutions for short-term sparse portfolio optimization

Optimization ◽

10.1080/02331934.2020.1839071 ◽

2020 ◽

pp. 1-17

Author(s):

Ziyan Luo ◽

Xiaotong Yu ◽

Naihua Xiu ◽

Xingyuan Wang

Keyword(s):

Closed Form ◽

Portfolio Optimization ◽

Closed Form Solutions ◽

Sparse Portfolio

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Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization

Operations Research ◽

10.1287/opre.2018.1736 ◽

2018 ◽

Vol 66 (6) ◽

pp. 1533-1541 ◽

Author(s):

Jonathan Yu-Meng Li

Keyword(s):

Closed Form ◽

Portfolio Optimization ◽

Risk Measures ◽

Case Law ◽

Technical Note ◽

Closed Form Solutions ◽

Robust Portfolio Optimization ◽

Robust Portfolio ◽

Law Invariant Risk Measures

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Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization

SSRN Electronic Journal ◽

10.2139/ssrn.2838518 ◽

2016 ◽

Author(s):

Jonathan Yu-Meng Li

Keyword(s):

Closed Form ◽

Portfolio Optimization ◽

Risk Measures ◽

Case Law ◽

Closed Form Solutions ◽

Robust Portfolio Optimization ◽

Robust Portfolio ◽

Law Invariant Risk Measures

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Closed-form solutions of ECV and ECA tracking filters based on a transfer-function approach

IEE Proceedings D Control Theory and Applications ◽

10.1049/ip-d.1987.0059 ◽

1987 ◽

Vol 134 (6) ◽

pp. 368

Author(s):

Keigo Watanabe

Keyword(s):

Transfer Function ◽

Closed Form ◽

Function Approach ◽

Closed Form Solutions

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Closed-form Solutions for Predicting Interlaminar Shear Stress and Hygrothermomechanical Normal Stress in Composite Beams with Rectangular and Tubular Cross-sections

10.33599/nasampe/s.19.1364 ◽

2019 ◽

Author(s):

Sthanu Mahadev ◽

Wen Chan ◽

Reiley Schraeger

Keyword(s):

Shear Stress ◽

Closed Form ◽

Normal Stress ◽

Cross Sections ◽

Composite Beams ◽

Closed Form Solutions ◽

Interlaminar Shear Stress ◽

Interlaminar Shear

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Closed Form Solutions of Joint Water-Filling for Coordinated Transmission

IEICE Transactions on Communications ◽

10.1587/transcom.e93.b.3461 ◽

2010 ◽

Vol E93-B (12) ◽

pp. 3461-3468 ◽

Author(s):

Bing LUO ◽

Qimei CUI ◽

Hui WANG ◽

Xiaofeng TAO ◽

Ping ZHANG

Keyword(s):

Closed Form ◽

Closed Form Solutions ◽

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CLOSED-FORM SOLUTIONS FOR LAMINATED COMPOSITE AND SANDWICH BEAMS LOADED BY TEMPERATURE FIELD

Composites Mechanics Computations Applications An International Journal ◽

10.1615/compmechcomputapplintj.2020032576 ◽

2020 ◽

Vol 11 (3) ◽

pp. 239-265

Author(s):

Sanjay K. Kulkarni ◽

Yuwaraj M. Ghugal

Keyword(s):

Temperature Field ◽

Closed Form ◽

Laminated Composite ◽

Sandwich Beams ◽

Closed Form Solutions

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CLOSED FORM SOLUTIONS TO INVESTIGATE IONIC CONDUCTIVITY IN POROUS FUEL CELL ELECTRODE MICROSTRUCTURES

Proceeding of First Thermal and Fluids Engineering Summer Conference ◽

10.1615/tfesc1.ecv.012642 ◽

2016 ◽

Author(s):

Matthew B. DeGostin ◽

Arata Nakajo ◽

George J. Nelson ◽

Brice N. Cassenti ◽

Aldo A. Peracchio ◽

...

Keyword(s):

Fuel Cell ◽

Ionic Conductivity ◽

Closed Form ◽

Closed Form Solutions ◽

Fuel Cell Electrode ◽

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Closed-Form Solutions of Anisotropic Cylinders under Internal Pressure and Their Optimization

AEROSPACE TECHNOLOGY JAPAN THE JAPAN SOCIETY FOR AERONAUTICAL AND SPACE SCIENCES ◽

10.2322/astj.jsass-d-19-00046 ◽

2020 ◽

Vol 19 (0) ◽

pp. 81-89

Author(s):

Atsushi TAKANO ◽

Ryuta KITAMURA ◽

Takuma MASAI

Keyword(s):

Internal Pressure ◽

Closed Form ◽

Closed Form Solutions ◽

Anisotropic Cylinders

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Buckling of Axially Graded Nonlocal Columns: Closed-Form Solutions

AIAA Journal ◽

10.2514/1.j059941 ◽

2020 ◽

pp. 1-6

Author(s):

Joel Storch ◽

Isaac Elishakoff

Keyword(s):

Closed Form ◽

Closed Form Solutions

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Closed-Form Solutions to Dynamic Pricing Problems with Cauchy-Type-Tailed Willingness-to-Pay

SSRN Electronic Journal ◽

10.2139/ssrn.2790815 ◽

2013 ◽

Author(s):

Xue Dong He

Keyword(s):

Willingness To Pay ◽

Closed Form ◽

Dynamic Pricing ◽

Cauchy Type ◽

Closed Form Solutions ◽

Pricing Problems

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