This paper brings together Black-Litterman optimization, exotic betas, and varying efficient
starting portfolios into one complete, symbiotic framework. The approach is unique because …

We introduce a new quantitative approach that can be used as a diagnostic tool for
measuring the stability of optimal portfolio weights for a very general set of mean-variance …

… to an equilibrium on some functions g which has an additional regularity properties (eg
Lemma 4.1 below), but such a convergence can not be uniform in g ∈ L2. Such a uniformity is …

… л ж f з в в йв и гв g = 0И в жггик игж g = 0К ЫгИ л к ги … Ь йз л к джгк и и f ∈ Dom (SБ(q))К
Св и з л в f з жггик игж Дg = 0Е в з б а ж з гв л з гл и и g ∈ Dom (SБ(q)) азгК гви вй в и з джг зз …

Let $m\in \mathbb{N}$, $\alpha\in[0,1]$, and $V$ be a 1-periodic complex-valued
distribution in the negative Sobolev space $H^{-m\alpha}[0,1]$. The singular non-self-adjoint …

… Molyboga, Schrödinger operators with complex singular potentials, Methods Funct. Anal. …
Molyboga, Remarks on Schrödinger operators with singular matrix potentials, Methods Funct. …

While much is known about the financialization of commodities, less is known about how to
profitably invest in commodities. We develop a four‐factor asset pricing model of commodity …

The periodic eigenvalue problem for the differential operator $(-1)^{m}d^{2m}/dx^{2m}+V$
is studied for complex-valued distribution V in the Sobolev space $H^{-m\alpha}_{per}[-1,1]\;(m…

The eigenvalue problem on the circle for the non-self-adjoint operators $L_{m}(V)=(-1)^{m}\frac{d^{2m}}{dx^{2m}}+V$,
$m\in \mathbb{N}$ with singular complex-valued 2-periodic …

This article introduces a large scale simulation framework for evaluating hedge funds’
investments subject to the realistic constraints of institutional investors. The method is …