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[期刊论文] 作者:George Stoica, 来源:应用数学(英文) 年份:2012
We solve two Markowitz optimization problems for the one-step financial model with a finite number of assets. In our results, the classical (inefficient) constr...
[期刊论文] 作者:George Stoica,Deli Li, 来源:应用数学(英文) 年份:2012
We study the connection between the central limit theorem and law of large numbers for exchangeable sequences, and provide a counterexample to the Gnedenko-Raik...
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