2 papers
q-fin.PM2023
A return-diversification approach to portfolio selection
Francesco Cesarone, Rosella Giacometti, Manuel Luis Martino +1
In this paper, we propose a general bi-objective model for portfolio selection, aiming to maximize both a diversification measure and the portfolio expected return. Within this gen…
math.CO2015
Largest minimal inversion-complete and pair-complete sets of permutations
Eric Balandraud, Maurice Queyranne, Fabio Tardella
We solve two related extremal problems in the theory of permutations. A set of permutations of the integers 1 to is inversion-complete (resp., pair-complete) if for every i…