The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments

1970 ◽  
Vol 37 (4) ◽  
pp. 537-542 ◽  
Author(s):  
P. A. Samuelson
Keyword(s):  
Approximation Theorem ◽  
Portfolio Analysis ◽  
Higher Moments ◽  
Fundamental Approximation

Approximation in statistical sense to B -continuous functions by positive linear operators

2010 ◽  
Vol 47 (3) ◽  
pp. 289-298 ◽  
Author(s):  
Fadime Dirik ◽  
Oktay Duman ◽  
Kamil Demirci
Keyword(s):  
Compact Subset ◽  
Real Line ◽  
Statistical Convergence ◽  
Approximation Theorem ◽  
Continuous Functions ◽  
Linear Operators ◽  
Positive Linear Operators ◽  
Statistical Approximation ◽  
Classical Version ◽  
Statistical Sense

In the present work, using the concept of A -statistical convergence for double real sequences, we obtain a statistical approximation theorem for sequences of positive linear operators defined on the space of all real valued B -continuous functions on a compact subset of the real line. Furthermore, we display an application which shows that our new result is stronger than its classical version.

Dynamic mean-variance portfolio analysis under model risk

2009 ◽  
Vol 12 (4) ◽  
pp. 91-115 ◽  
Author(s):  
Daniel Kuhn ◽  
Panos Parpas ◽  
Berç Rustem ◽  
Raquel Fonseca
Keyword(s):  
Portfolio Analysis ◽  
Model Risk ◽  
Mean Variance Portfolio ◽  
Mean Variance
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