Abstract: We investigate discrete-time mean–variance portfolio selection problems viewed as a Markov decision process. We transform the problems into a new model with a deterministic transition ...
Where \(X\) is a normally distributed random variable with mean \(\mu\) and standard deviation \(\sigma\). The peak of the curve occurs at \(x=\mu\), and the spread ...
James Chen, CMT is an expert trader, investment adviser, and global market strategist. Khadija Khartit is a strategy, investment, and funding expert, and an educator of fintech and strategic finance ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Abstract: We study in this correspondence paper a solution scheme which solves a periodic review multiperiod inventory problem under a mean-variance (MV) framework. We first investigate a primal ...
Apple TV's Severance premiered in 2022 and has broken numerous records to become one of the most popular sci-fi psychological thrillers in recent years. The series revolves around a biotech company, ...