… , which implements the Best-Kale algorithm. The optimization was … in very small execution
times for the Best-Kale algorithm. … For the Best-Kale algorithm, the computational work at each …

This study introduces growth optimization with downside protection as a portfolio selection
technique based on power-log utility functions that combine long-term portfolio growth …

This article seeks to determine the migration of exchange-traded fund (ETF) liquidity and its
factor constituents in the US market over time, with the ultimate goal of making the ETF …

Purpose – The purpose of this paper is to describe some optimization exercises which have
proved to be very useful for introducing students to Markowitz‐style mean‐varience …

The current low-interest-rate, low-volatility environment demands a more innovative approach
to investment management than the allocation to stocks and bonds that is practiced widely …

In the past few years, there has been a tremendous growth in derivative markets around the
world and the quantity and quality of information about derivative instruments. These …

Chemical control of cowpea rust. Cookies on CAB Direct Like most websites we use cookies.
This is to ensure that we give you the best experience possible. Continuing to use www.cabdirect.org …

In a field experiment during 1989 using 8 different sowing dates, rust (Uromyces phaseoli
var. vignae [U. appendiculatus]) appeared 56 d after the first date of sowing (8 Jun.) but was …

… Interestingly, the Kale and Sheth study showed that not only is the downside risk of the optimal
Power-Log portfolios substantially lower than that for the corresponding … JK Kale & T. Lim …

… Next we use a clustering algorithm, Kale (2011), to reduce the one million points to 10,000
clusters, where each cluster’s probability corresponds to the number of points in the cluster. …