Global equity risk modeling

J Menchero, A Morozov, P Shepard - Handbook of Portfolio Construction, 2010 - Springer
The pioneeringwork of Markowitz (1952) formally established the intrinsic tradeoff between
risk and return. This paradigm provided the foundation upon which the modern theory of …

Index sets for classes of high rank structures

…, JF Knight, O Kudinov, AS Morozov… - The Journal of …, 2007 - cambridge.org
This paper calculates, in a precise way. the complexity of the index sets for three classes of
computable structures: the class of structures of Scott rank , the class , of structures of Scott …

[HTML][HTML] Polarization conversion under focusing of vortex laser beams along the axis of anisotropic crystals

SN Khonina, SV Karpeev, VD Paranin, AA Morozov - Physics Letters A, 2017 - Elsevier
We report the development of an optical system based on diffractive optical elements and
uniaxial crystals to produce radially and azimuthally polarized beams, including beams of …

Effective categoricity of equivalence structures

…, D Cenzer, V Harizanov, A Morozov - Annals of Pure and Applied …, 2006 - Elsevier
We investigate effective categoricity of computable equivalence structures A. We show that
A is computably categorical if and only if A has only finitely many finite equivalence classes, …

Cabling procedure for the colored HOMFLY polynomials

AS Anokhina, AA Morozov - Theoretical and Mathematical Physics, 2014 - Springer
We discuss using the cabling procedure to calculate colored HOMFLY polynomials. We
describe how it can be used and how the projectors and $\mathcal{R}$ -matrices needed for this …

Minimal Predicates for Δ-Definability.

AS Morozov, DA Tussupov - Algebra & Logic, 2020 - search.ebscohost.com
We consider two kinds of reducibilities on finite families of predicates on a countable set: the
definability of predicates and their complements of one family via another by means of …

On computable automorphisms of the rational numbers

AS Morozov, JK Truss - The Journal of Symbolic Logic, 2001 - cambridge.org
The relationship between ideals I of Turing degrees and groups of I-recursive automorphisms
of the ordering on rationals is studied. We discuss the differences between such groups …

Definability of linear orders over negative equivalences

NK Kasymov, AS Morozov - Algebra and logic, 2016 - Springer
We study linear orders definable over negative and positive equivalences and their computable
automorphisms. Special attention is paid to equivalences like η(α) = α 2 ∪id ω , α ⊆ ω. …

Effective categoricity of abelian p-groups

…, D Cenzer, VS Harizanov, A Morozov - Annals of Pure and Applied …, 2009 - Elsevier
We investigate effective categoricity of computable Abelian p-groups A. We prove that all
computably categorical Abelian p-groups are relatively computably categorical, that is, have …

Σ-subsets of natural numbers

AS Morozov, VG Puzarenko - Algebra and logic, 2004 - Springer
It is shown that the class of all possible families of Σ-subsets of finite ordinals in admissible
sets coincides with a class of all non-empty families closed under e-reducibility and ⊕. The …