相关论文: On Markowitz Geometry

Our work explores fusions, the multidimensional counterparts of mean-preserving contractions and their extreme and exposed points. We reveal an elegant geometric/combinatorial structure for these objects. Of particular note is the…

Motivated by strong desire to understand the natural geometry of moduli spaces of hyperbolic monopoles, we introduce and study a new type of geometry: pluricomplex geometry. It is a generalisation of hypercomplex geometry: we still have a…

In 20th century mathematics, the field of topology, which concerns the properties of geometric objects under continuous transformation, has proved surprisingly useful in application to the study of discrete mathematics, such as…

More than seventy years ago Harry Markowitz formulated portfolio construction as an optimization problem that trades off expected return and risk, defined as the standard deviation of the portfolio returns. Since then the method has been…

In this paper we consider a generalization of the Markowitz's Mean-Variance model under linear transaction costs and cardinality constraints. The cardinality constraints are used to limit the number of assets in the optimal portfolio. The…

In this survey article we give an overview of how noncongruence modular curves can be viewed as Hurwitz moduli spaces of covers of elliptic curves at most branched above the origin. We describe some natural questions that arise, and…

We obtain bounds on the least dimension of an affine space that can contain an $n$-dimensional submanifold without any pairs of parallel or intersecting tangent lines at distinct points. This problem is closely related to the generalized…

We introduce an (equi-)affine invariant diffusion geometry by which surfaces that go through squeeze and shear transformations can still be properly analyzed. The definition of an affine invariant metric enables us to construct an invariant…

We study the arithmetic of complete intersections in projective space over number fields. Our main results include arithmetic Torelli theorems and versions of the Shafarevich conjecture, as proved for curves and abelian varieties by…

We consider a special class of spacelike surfaces in the Minkowski 4-space which are one-parameter systems of meridians of the rotational hypersurface with timelike or spacelike axis. We call these surfaces meridian surfaces of elliptic or…

We construct the differential geometry of smooth manifolds equipped with an algebraic curvature map acting as an area measure. Area metric geometry provides a spacetime structure suitable for the discussion of gauge theories and strings,…

We introduce the notion of a polyptych lattice, which encodes a collection of lattices related by piecewise linear bijections. We initiate a study of the new theory of convex geometry and polytopes associated to polyptych lattices. In…

The Riemannian geometry is one of the main theoretical pieces in Modern Mathematics and Physics. The study of Riemann Geometry in the relevant literature is performed by using a well defined analytical path. Usually it starts from the…

We present a brief overview of some key concepts in the theory of generalised complex manifolds. This new geometry interpolates, so to speak, between symplectic geometry and complex geometry. As such it provides an ideal framework to…

A gaussoid is a combinatorial structure that encodes independence in probability and statistics, just like matroids encode independence in linear algebra. The gaussoid axioms of Lnenicka and Mat\'us are equivalent to compatibility with…

Markov's theorem classifies the worst irrational numbers with respect to rational approximation and the indefinite binary quadratic forms whose values for integer arguments stay farthest away from zero. The main purpose of this paper is to…

Using geodesic length functions, we define a natural family of real codimension 1 subvarieties of Teichm\"uller space, namely the subsets where the lengths of two distinct simple closed geodesics are of equal length. We investigate the…

By studying $\mathbb{A}^1$-curves on varieties, we propose a geometric approach to strong approximation problem over function fields of complex curves. We prove that strong approximation holds for smooth, low degree affine complete…

We survey elementary results in Minkowski spaces (i.e. finite dimensional Banach spaces) that deserve to be collected together, and give simple proofs for some of them. We place special emphasis on planar results. Many of these results have…

We show how Alesker's theory of valuations on manifolds gives rise to an algebraic picture of the integral geometry of any Riemannian isotropic space. We then apply this method to give a thorough account of the integral geometry of the…