Mike Fox

Polymathian Industrial Mathematics

Consultant

Suite 2, Level 2, 119 Melbourne St

South Brisbane

Brisbane, Brisbane, Queensland QLD 4101

Australia

http://www.polymathian.com

SCHOLARLY PAPERS

1

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485

SSRN CITATIONS

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Ideas:
“  I'm currently studying Macro-Economics, following the books/papers of Steve Keen, Wynne Godley and others, trying to understand and model countries at the National Income level. Objective is to develop a 'World' model , incorporating trade balances, in order to add to informed discussion on Economic Policy.  ”

Scholarly Papers (1)

1.

Further Reduction of the Konno-Yamazaki Mean-Absolute Deviation Portfolio Optimization Model

Number of pages: 3 Posted: 30 Oct 2014
Mike Fox
Polymathian Industrial Mathematics
Downloads 485 (108,861)

Abstract:

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Portfolio Optimisation; L1 Risk Model; Linear Programming