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Found 1,150 Documents (Results 1–100)

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Nash equilibrium in a special case of symmetric resource extraction games. (English. Ukrainian original) Zbl 1479.91033

Cybern. Syst. Anal. 57, No. 5, 809-819 (2021); translation from Kibern. Sist. Anal. 57, No. 5, 156-167 (2021); corrections Cybern. Syst. Anal. 58, No. 1, 164 (2022).
MSC:  91A15 91B32 93E20
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Utility theory, capital asset allocation, and Markowitz portfolio-selection model. (English) Zbl 1454.91222

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2713-2756 (2021).
MSC:  91G10 91B16
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Hedge ratio and time series analysis. (English) Zbl 1454.91280

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 431-483 (2021).
MSC:  91G20 62P05 62M10
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Equity-linked notes portfolio optimization. (English) Zbl 1471.91512

Jaćimović, Milojica (ed.) et al., Optimization and applications. 10th international conference, OPTIMA 2019, Petrovac, Montenegro, September 30 – October 4, 2019. Revised selected papers. Cham: Springer. Commun. Comput. Inf. Sci. 1145, 102-114 (2020).
MSC:  91G10 90C39
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Multidimensional economic-growth models with an integral utility function. (English. Russian original) Zbl 1455.49032

Mosc. Univ. Comput. Math. Cybern. 44, No. 2, 73-86 (2020); translation from Vestn. Mosk. Univ., Ser. XV 2020, No. 2, 50-56 (2020).
MSC:  49S05 91B16 49K15
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Continuity and continuous multi-utility representations of nontotal preorders: some considerations concerning restrictiveness. (English) Zbl 1452.91140

Bosi, Gianni (ed.) et al., Mathematical topics on representations of ordered structures and utility theory. Essays in honor of Professor Ghanshyam B. Mehta. Cham: Springer. Stud. Syst. Decis. Control 263, 213-236 (2020).
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