Zinoviy Landsman on Muck Rack

Zinoviy Landsman

Israel
As seen in: MDPI, Taylor & Francis Online
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Articles

Optimization of a functional involving k linear and one quadratic forms with applications to multi-period portfolio selection

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By Zinoviy Landsman, Tomer Shushi
| Taylor & Francis Online
?Mathematical formulae have been encoded as MathML and are displayed in this HTML version using MathJax in order to improve their display. Uncheck the box to turn MathJax off. This feature requires Javascript. Click on a formula to zoom. Abstract We explore the extension of Markowitz's Mean–Variance model into a multi-period model.
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Advances in multivariate Archimedean copula modeling

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By Moshe Kelner, Zinoviy Landsman, Udi Makov
| Taylor & Francis Online
?Mathematical formulae have been encoded as MathML and are displayed in this HTML version using MathJax in order to improve their display. Uncheck the box to turn MathJax off. This feature requires Javascript. Click on a formula to zoom. Abstract. Copula functions are advanced and powerful tools that allow for the characterization of dependence structures between variables without being limited by their marginal distributions.
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Probabilistic Peak Demand Estimation Using Members of the Clayton Generalized Gamma Copula Family

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By Udi Makov, Moshe Kelner, Zinoviy Landsman
| MDPI
Open AccessArticle by Moshe Kelner 1,2,*, Zinoviy Landsman 1,3 and Udi E. Makov 1 1 Actuarial Research Center, University of Haifa, Haifa 3498838, Israel 2 Noga—Israel Independent System Operator Ltd., Haifa 3508418, Israel 3 Faculty of Sciences, Holon Institute of Technology, Holon 5810201, Israel * Author to whom correspondence should be addressed.
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