This is a preview. Log in through your library . Abstract We apply conjugate duality to establish the existence of optimal portfolios in an assetallocation problem, with the goal of minimizing the ...

Vol. 35, No. 3, Special issue dedicated to professor Qamrul Hasan Ansari on the occasion of his 6oth anniversary (2019), pp. 371-378 (8 pages) In this paper, we consider convex constrained ...

This talk presents the latest developments on convex liftings, a tool belonging to the class of lift-and-project techniques with various applications in control engineering. According to the latest ...