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This paper deals with the mathematics of the Markowitz theory of portfolio management. Let E and V be two homogeneous functions defined on ℝⁿ, the first linear, the other positive definite quadratic. Furthermore let Δ be a simplex contained in ℝⁿ (the set of admissible portfolios), for example Δ : x₁+ ... + xₙ = 1, . Our goal is to investigate the properties of the restricted mappings (V,E):Δ → ℝ² (the so called Markowitz mappings) and to classify them. We introduce the notion of a generic model...
Let K be an ordered field and R its real closure. A semipolynomial will be defined as a function from Rn to R obtained by composition of polynomial functions and the absolute value. Every semipolynomial can be defined as a straight-line program containing only instructions with the following type: polynomial, absolute value, sup and inf and such a program will be called a semipolynomial expression. It will be proved, using the ordinary real positivstellensatz, a general real positivstellensatz concerning...
Let K,R be an algebraically closed field (of characteristic zero) and a real closed field respectively with K=R(√(-1)). We show that every K-analytic set definable in an o-minimal expansion of R can be locally approximated by a sequence of K-Nash sets.
Compositional data, multivariate observations that hold only relative information, need a special treatment while performing statistical analysis, with respect to the simplex as their sample space ([Aitchison, J.: The Statistical Analysis of Compositional Data. Chapman and Hall, London, 1986.], [Aitchison, J., Greenacre, M.: Biplots of compositional data. Applied Statistics 51 (2002), 375–392.], [Buccianti, A., Mateu-Figueras, G., Pawlowsky-Glahn, V. (eds): Compositional data analysis in the geosciences:...
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