We consider the problem of estimating the expectation over a convex polyhedron specified
by a set of linear inequalities. This problem encompasses a multitude of financial …

Investment fund investment strategies and asset allocations typically are based on a
multiplicity of complex (possibly competing) goals that often are incorporated in a simple …

The Indian stock market is highly volatile. The effect of one market on another market is not
new. However, the variations in the degree of impact and co-movement between the …

The common practice of setting a fixed risk/volatility limit and then choosing the portfolio with
the highest return may not adequately account for key considerations such as the fund's …