4 citations · 4 across the 5 of their papers we have counts for
6 papers
Multicriteria asset allocation in practice
Kerstin Dächert, Ria Grindel, Elisabeth Leoff +3
In this paper we consider the strategic asset allocation of an insurance company. This task can be seen as a special case of portfolio optimization. In the 1950s, Markowitz propose…
Strong martingale type and uniform smoothness
Jörg Wenzel
We introduce stronger versions of the usual notions of martingale type p <= 2 and cotype q >= 2 of a Banach space X and show that these concepts are equivalent to uniform p-smoothn…
The UMD constants of the summation operators
Jörg Wenzel
The UMD property of a Banach space is one of the most useful properties when one thinks about possible applications. This is in particular due to the boundedness of the vector-valu…
On the Non-Equivalence of Rearranged Walsh and Trigonometric Systems in L_p
Aicke Hinrichs, Jörg Wenzel
We consider the question whether the trigonometric system can be equivalent to some rearrangement of the Walsh system in L_p for some p<>2. We show that this question is closely re…
The average distance property of classical Banach spaces II
Aicke Hinrichs, J. Wenzel
A Banach space X has the average distance property (ADP) if there exists a unique real number r such that for each positive integer n and all x_1,...,x_n in the unit sphere of X th…
Uniformly convex operators and martingale type
J Wenzel
The concept of uniform convexity of a Banach space was generalized to linear operators between Banach spaces and studied by Beauzamy [1976]. Under this generalization, a Banach spa…