Kelli Francis-Staite

collaborators

2 papers

q-fin.PM2022

Internal multi-portfolio rebalancing processes: Linking resource allocation models and biproportional matrix techniques to portfolio management

This paper describes multi-portfolio `internal' rebalancing processes used in the finance industry. Instead of trading with the market to `externally' rebalance, these internal pro…

math.AG2019

$C^{\infty}$ -algebraic geometry with corners

Kelli Francis-Staite, Dominic Joyce

If $X$ is a manifold then the set $C^{\infty} (X)$ of smooth functions $f : X \to R$ is a $C^{\infty}$ -ring, a rich algebraic structure with many operations. $C^{\infty}$ -schemes are…

Internal multi-portfolio rebalancing processes: Linking resource allocation models and biproportional matrix techniques to portfolio management

C∞-algebraic geometry with corners

$C^{\infty}$ -algebraic geometry with corners