scientific article; zbMATH DE number 894025

MaRDI QIDQ4881253zbMATH OpenFDO

Authors Y. A. Abramovich, Charalambos D. Aliprantis, Ioannis A. Polyrakis

Publication date 28 October 1996

zbMATH Keywords

vector latticeRiesz spacelattice-subspacespositive projectionsconstructive supplement to the Choquet-Kendall theoremlattice-subspace of an ordered vector space

Mathematics Subject Classification ID

Positive linear operators and order-bounded operators (47B65) Ordered topological linear spaces, vector lattices (46A40)

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(11)

• Positive bases in spaces of polynomials
• Computational methods in portfolio insurance
• Portfolio dominance and optimality in infinite security markets
• Computation of vector sublattices and minimal lattice-subspaces of \(\mathbb R^k\): applications in finance
• A note on lattices of Euclidean subspaces
• A Matlab-based rapid method for computing lattice-subspaces and vector sublattices of \(\mathbb R^n\): applications in portfolio insurance
• Minimum-cost portfolio insurance
• A note on directly ordered subspaces of \(\mathbb R^n\).
• Positive definite lattices of rank at most 8.
• Computational methods in lattice-subspaces of \(C[a,b]\) with applications in portfolio insurance
• A characterization of full sublattices of finite dimensional Euclidean space

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