Is the modern way of living beneficial over the long term? Can society continue to meet people's material wants versus needs in a world with an ever-increasing population? The author presents compelling evidence that the answer is no.
Is the modern way of living beneficial over the long term? Can society continue to meet people's material wants versus needs in a world with an ever-i...
Multi-Period Trading via Convex Optimization considers a basic model of multi-period trading, which can be used to evaluate the performance of a trading strategy. It describes a framework for single-period optimization, where the trades in each period are found by solving a convex optimization problem that trades off expected return, risk, transaction cost and holding cost such as the borrowing cost for shorting assets. It then describes a multi-period version of the trading method, where optimization is used to plan a sequence of trades, with only the first one executed, using...
Multi-Period Trading via Convex Optimization considers a basic model of multi-period trading, which can be used to evaluate the performanc...
