2 papers
math.OC2026
Multi-period Value-at-Risk Constrained Portfolio Optimization via DC Programming
Thi Thu Van Nguyen
We study a multi-period portfolio optimization problem with finite-scenario Value-at-Risk (VaR) constraints, transaction costs, and diversification regularization. Using a finite-s…
stat.AP2025
A Bayesian mixed-effects model to evaluate the determinants of COVID-19 vaccine uptake in the US
Asim K. Dey
The COVID-19 pandemic has adversely affected US public health, resulting in over a hundred million cases and more than one million deaths. Vaccination is the key intervention again…