3 citations · 8 across the 3 of their papers we have counts for
3 papers
q-fin.PM2019★ 3 cited
Optimising portfolio diversification and dimensionality
Mathias Barkhagen, Brian Fleming, Sergio Garcia Quiles +5
A new framework for portfolio diversification is introduced which goes beyond the classical mean-variance approach and portfolio allocation strategies such as risk parity. It is ba…
math.DG2009★ 3 cited
Invariant Bilinear Differential Pairings on Parabolic Geometries
Jens Kroeske
This thesis is concerned with the theory of invariant bilinear differential pairings on parabolic geometries. It introduces the concept formally with the help of the jet bundle for…
math.DG2007★ 2 cited
Invariant Differential Pairings
Jens Kroeske
In this paper the notion of an M-th order invariant bilinear differential pairing is introduced and a formal definition is given. If the manifold has an AHS structure, then various…