In this paper, we first propose a portfolio management model where the objective is to balance equity and liability. The asset price dynamics includes both permanent and temporary price impact, where the permanent impact is a linear function of the cumulative trading amount and the temporary...

In this paper, a waste heat recovery system is proposed where a high speed turbocharged diesel engine acts as the topper of a combined cycle with exhaust gases used for a bottoming Rankine cycle. The paper describes a mathematical model to evaluate the performance of Rankine cycle system with a...