In this paper, we address the global optimization of two interesting nonconvex problems in finance. We relax the normality assumption underlying the classical Markowitz mean-variance portfolio optimization model and consider the incorporation of skewness (third moment) and kurtosis (fourth...

Our study provides a nationally representative analysis of the gender gap in agricultural productivity in Malawi. We decompose the gap, for the first time, at the mean and selected points of the agricultural productivity distribution into (i) a portion driven by gender differences in levels of...

In this work we consider the network equilibrium problem formulated as convex minimization problem whose variables are the path flows. In order to take into account the difficulties related to the large dimension of real network problems we adopt a decomposition-based approach suitably combined...