This note develops the solutions of the static portfolio optimization problem in explicit matrix form. Three cases are contemplated and connected, with the derivation of relevant corner solutions: the unconstrained problem in the presence of risky assets only, the constrained one, and the...

This paper proposes a novel method for enhancing angular resolution in multimedia big data navigation radar system. A new radar scanning model is designed on the basis of quadratic programming theory, by which the proposed Gradient Projection (GP) algorithm is used for solving the optimal...

This note develops the solutions of the static portfolio optimization problem in explicit matrix form. Three cases are contemplated and connected, with the derivation of relevant corner solutions: the unconstrained problem in the presence of risky assets only, the constrained one, and the...

This note develops the solutions of the static portfolio optimization problem in explicit matrix form. Three cases are contemplated and connected, with the derivation of relevant corner solutions: the unconstrained problem in the presence of risky assets only, the constrained one, and the...

The safe dissemination of statistical tabular data is one of the main concerns of National Statistical Institutes (NSIs). Although each cell of the tables is made up of the aggregated information of several individuals, the statistical confidentiality can be violated. NSIs must guarantee that no...

This note develops the solutions of the static portfolio optimization problem in explicit matrix form. Three cases are contemplated and connected, with the derivation of relevant corner solutions: the unconstrained problem in the presence of risky assets only, the constrained one, and the...