Estimation errors or uncertainities in expected return and risk measures create difficulties for portfolio optimization. The literature deals with the uncertainty using stochastic, fuzzy or ...

This is a preview. Log in through your library . Abstract A greedy algorithm solves a dual pair of linear programs where the primal variables are associated to the elements of a sublattice B of a ...

Research teams from energy giant ExxonMobil and IBM have been working together to find quantum solutions to one of the most complex problems of our time: managing the tens of thousands of merchant ...