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Silver Birches | Ryan Field | Activity http://silverbirches19341.com/members/glueoyster2/activity/ Activity feed for Ryan Field. Sun, 21 Dec 2025 00:31:14 -0500 https://buddypress.org/?v= en-US 30 hourly 2 ff239367aa744fd8a1bbefad82c5963d Ryan Field posted an update: We show that optimal solutions to a large class of […] http://silverbirches19341.com/activity/p/224425/ Sun, 27 Nov 2022 13:57:04 -0500 We show that optimal solutions to a large class of portfolio models that maximize expected return subject to downside risk constraints are driven by this casino effect and present tractable conditions under which it occurs in our model. We propose to control the casino effect by using chance constraints. Using results from financial…[Read more]

]]> 0 1bae8f3824e081945928e09cce0ce2a7 Ryan Field became a registered member http://silverbirches19341.com/activity/p/224414/ Sun, 27 Nov 2022 13:54:40 -0500 0