This is a preview. Log in through your library . Abstract This paper obtains and explores a family of confidence procedures for the mean of a normal distribution which are, in a certain sense, more ...

We examine autoregressive time series models that are subject to regime switching. These shifts are determined by the outcome of an unobserved two-state indicator variable that follows a Markov ...

We propose a numerical optimization approach that can be used to solve portfolio selection problems including several assets and involving objective functions from cumulative prospect theory (CPT).