Mathematics of Operations Research, Vol. 41, No. 1 (February 2016), pp. 146-173 (28 pages) This paper investigates the problem of maximizing expected terminal utility in a (generically incomplete) ...
We consider a utility-maximization problem in a general semimartingale financial model, subject to constraints on the number of shares held in each risky asset. These constraints are modeled by ...
Spurred by the expanding potential of data analytics and AI/ML, public sector agencies across federal and state and local governments recently released data strategies to help their leaders and ...
RYE BROOK, N.Y.--(BUSINESS WIRE)--Xylem (NYSE:XYL) empowers utilities across the electric, gas and water industries to pave the way for future infrastructure through the adoption of smart technologies ...