Related papers: On a Generalization of Markowitz Preference Relati…

Suppose $X$ is a smooth quasiprojective variety over $\cc$ and $\rho : \pi _1(X,x) \to SL(2,\cc)$ is a Zariski-dense representation with quasiunipotent monodromy at infinity. Then $\rho$ factors through a map $X\to Y$ with $Y$ either a…

Let $X$ be a locally compact topological space, $(Y,d)$ be a boundedly compact metric space and $LB(X,Y)$ be the space of all locally bounded functions from $X$ to $Y$. We characterize compact sets in $LB(X,Y)$ equipped with the topology of…

Motivated by results of J. R. Kline and R. L. Moore (1919) that a compact subset of the plane, homeomorphic to a subset of the reals, lies on the arc, we give a purely topological characterisation of compact sets of the reals. This allows…

A space X is finite dimensional, locally compact and separable metrizable if and only if X has a finite basic family: continuous functions Phi_1,...,Phi_n of X to the reals, R, such that for all continuous f from X to R there are g_1,...,…

We investigate robust Orlicz spaces as a generalisation of robust $L^p$-spaces. Two constructions of such spaces are distinguished, a top-down approach and a bottom-up approach. We show that separability of robust Orlicz spaces or their…

A cardinality-constrained portfolio caps the number of stocks to be traded across and within groups or sectors. These limitations arise from real-world scenarios faced by fund managers, who are constrained by transaction costs and client…

We introduce a concept of a quasi proximate order which is a generalization of a proximate order and allows us to study efficiently analytic functions whose order and lower order of growth are different. We prove an existence theorem of a…

We consider positive, integral-preserving linear operators acting on $L^1$ space, known as stochastic operators or Markov operators. We show that, on finite-dimensional spaces, any stochastic operator can be approximated by a sequence of…

In applications it is useful to know whether a topological preordered space is normally preordered. It is proved that every $k_\omega$-space equipped with a closed preorder is a normally preordered space. Furthermore, it is proved that…

Portfolio optimization emerged with the seminal paper of Markowitz (1952). The original mean-variance framework is appealing because it is very efficient from a computational point of view. However, it also has one well-established failing…

In this note we show that if a continuous-time, nonlinear, time-invariant, finite-dimensional system evolves on a compact subset of Rn and if the Jacobian of the vector field is Hurwitz at each point of the compact set, then there is a…

For a continuous map $T: X\rightarrow X$ on a compact metric space $(X,d)$, we say that a function $f: X \rightarrow \mathbb{R}$ has the property $\mathscr{P}_T$ if its time averages along forward orbits of $T$ are maximized at a periodic…

This paper makes the Millennium Prize problem P vs NP operational in quantitative finance by studying cardinality-constrained portfolio selection. Starting from the convex Markowitz mean-variance program with CAPM-based expected returns (Rf…

We introduce the notion of a multidimensional hybrid preference domain on a (finite) set of alternatives that is a Cartesian product of finitely many components. We demonstrate that in a model of public goods provision, multidimensional…

In this article, we mainly study certain families of continuous retractions ($r$-skeletons) having certain rich properties. By using monotonically retractable spaces we solve a question posed by R. Z. Buzyakova in \cite{buz} concerning the…

Many applications, e.g., Web service composition, complex system design, team formation, etc., rely on methods for identifying collections of objects or entities satisfying some functional requirement. Among the collections that satisfy the…

The probabilistic powerdomain $\mathbf V X$ on a space $X$ is the space of all continuous valuations on $X$. We show that, for every quasi-continuous domain $X$, $\mathbf V X$ is again a quasi-continuous domain, and that the Scott and weak…

This paper studies ways to represent an ordered topological vector space as a space of continuous functions, extending the classical representation theorems of Kadison and Schaefer. Particular emphasis is put on the class of semisimple…

It is introduced the concept of a quasi-king space, which is a natural generalisation of a king space. In the realm of suborderable spaces, king spaces are precisely the compact spaces, so are the quasi-king spaces. In contrast, quasi-king…

A generalized topology in a set $X$ is a collection $\text{Cov}_X$ of families of subsets of $X$ such that the triple $(X,\bigcup \text{Cov}_X,\text{Cov}_X)$ is a generalized topological space in the sense of Delfs and Knebusch. In this…