209 citations · 1.5k across the 69 of their papers we have counts for
3 papers · 1 filter
Conditional value-at-risk under reward-penalty mechanism with applications to robust portfolio management
Jun Cai, Tiantian Mao, Zhiqiao Song
In this paper, we present robust portfolio selection models by incorporating a reward and penalty mechanism into portfolio management. We assume that the joint distribution of the…
Boundary Potential Method for Describing Electron Teleportation in an Interferometer with a Topological Superconductor
Kyosuke Mizuno, Yuto Takarabe, Yositake Takane
One-dimensional topological superconductors accommodate a pair of Majorana zero modes at their ends. In an interferometer containing such a topological superconductor, electron tra…
Josephson phase shift and diode effect due to the inverse spin Hall effect
Gen Tatara, Yositake Takane, Aurelien Manchon
We theoretically study the direct and inverse spin Hall effects in a superconductor-normal metal-uperconductor junction induced by a spin-orbit interaction that is invariant under…