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A geometric point of view on mean-variance models

Piotr Jaworski (2003)

Applicationes Mathematicae

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, $x_{i} \geq 0$ . 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...

A real nullstellensatz and positivstellensatz for the semipolynomials over an ordered field.

Laureano González-Vega, Henri Lombardi (1992)

Extracta Mathematicae

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...

Algebraic approximation of analytic sets definable in an o-minimal structure

Marcin Bilski, Kamil Rusek (2010)

Annales Polonici Mathematici

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.

Algebraic realization of equivariant vector bundles.

Mikiya Masuda, K.H. Dovermann, D. Suh (1994)

Journal für die reine und angewandte Mathematik

An estimate of approximation constants for p-adic and real varities.

Dirk Ballaerts (1990)

Manuscripta mathematica

Analytical representation of ellipses in the Aitchison geometry and its application

Karel Hron (2009)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

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:...