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A unified view on the optimal solutions to the threemoments portfolio problem
(Escola de Pós-Graduação em Economia da FGV, 2022-09)
This paper brings new results and deeper insights in characterizing the set of solutions to the portfolio selection problem for n risky assets and a riskless one, considering the three first moments and allowing short ...
Statistical moments of the random linear transport equation
(Academic Press Inc Elsevier ScienceSan DiegoEUA, 2008)
Generalized Moment Estimation Of Stochastic Differential Equations
(Springer HeidelbergHeidelberg, 2016)
Optimal selling mechanisms under moment conditions
(2017-04-08)
We study the revenue maximization problem of a seller who is partially informed about the distribution of buyer's valuations, only knowing its first N moments. The seller chooses the mechanism generating the best revenue ...
Exact Evaluation of Statistical Moments in Superradiant Emission
(Mdpi, 2019-06-01)
Superradiance describes the coherent collective radiation caused by the interaction between many emitters, mediated by a shared electromagnetic field. Recent experiments involving Bose-Einstein condensates coupled to ...
Scattering of a TM wave by a chiral cylinder with the use of the method of moments and solenoidal basis functions
(John Wiley & Sons IncNew York, 1997)
Electric charge quantization and the muon anomalous magnetic moment
(American Physical Soc, 2002-04-01)
We investigate some proposals to solve the electric charge quantization puzzle that simultaneously explain the recent measured deviation on the muon anomalous magnetic moment. For this we assess extensions of the electro-weak ...
Scattering of EM waves by homogeneous dielectrics with the use of the method of moments and 3D solenoidal basis functions
(John Wiley & Sons IncNew York, 1996)
Moment-closure approximations for discrete adaptive networks
(Elsevier Science, 2014-01)
Moment-closure approximations are an important tool in the analysis of the dynamics on both static and adaptive networks. Here, we provide a broad survey over different approximation schemes by applying each of them to the ...
Research Seminar students' problems faced at the moment of selecting a research topic and how to overcome them
(2020-02)
"For some students it is necessary and important to do a research project during their careers to get a degree, but during this process they face different problems. One of those problems is topic selection. This thesis ...