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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 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 gradient inequality at infinity for tame functions.

Didier D'Acunto, Vincent Grandjean (2005)

Revista Matemática Complutense

Let f be a C1 function defined over Rn and definable in a given o-minimal structure M expanding the real field. We prove here a gradient-like inequality at infinity in a neighborhood of an asymptotic critical value c. When f is C2 we use this inequality to discuss the trivialization by the gradient flow of f in a neighborhood of a regular asymptotic critical level.

Affinely invariant symmetry sets

Peter Giblin (2008)

Banach Center Publications

The classical medial axis and symmetry set of a smooth simple plane curve M, depending as they do on circles bitangent to M, are invariant under euclidean transformations. This article surveys the various ways in which the construction has been adapted to be invariant under affine transformations. They include affine distance and area constructions, and also the 'centre symmetry set' which generalizes central symmetry. A connexion is also made with the tricentre set of a convex plane curve, which...

An Algebraic Formula for the Index of a Vector Field on an Isolated Complete Intersection Singularity

H.-Ch. Graf von Bothmer, Wolfgang Ebeling, Xavier Gómez-Mont (2008)

Annales de l’institut Fourier

Let ( V , 0 ) be a germ of a complete intersection variety in n + k , n > 0 , having an isolated singularity at 0 and X be the germ of a holomorphic vector field having an isolated zero at 0 and tangent to V . We show that in this case the homological index and the GSV-index coincide. In the case when the zero of X is also isolated in the ambient space n + k we give a formula for the homological index in terms of local linear algebra.

Bernstein-Sato Polynomials and Spectral Numbers

Andréa G. Guimarães, Abramo Hefez (2007)

Annales de l’institut Fourier

In this paper we will describe a set of roots of the Bernstein-Sato polynomial associated to a germ of complex analytic function in several variables, with an isolated critical point at the origin, that may be obtained by only knowing the spectral numbers of the germ. This will also give us a set of common roots of the Bernstein-Sato polynomials associated to the members of a μ -constant family of germs of functions. An example will show that this set may sometimes consist of all common roots.

Bifurcations in symplectic space

G. Ishikawa, S. Janeczko (2008)

Banach Center Publications

In this paper we take new steps in the theory of symplectic and isotropic bifurcations, by solving the classification problem under a natural equivalence in several typical cases. Moreover we define the notion of coisotropic varieties and formulate also the coisotropic bifurcation problem. We consider several symplectic invariants of isotropic and coisotropic varieties, providing illustrative examples in the simplest non-trivial cases.

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