There is convexity in the performance of convertibles and its upside is asymmetric, particularly in a volatile environment. This is why convertible preferreds are used in the world of venture capital.

Preferring to build a portfolio with positive convexity (more upside and less downside potential than the index), the team tends to be highly selective in the portfolio’s roughly 24%-37% ...

To address the inherent non-convexity of this optimization problem, we propose a two-stage solution methodology: the original problem is decomposed into two sub-problems, where the IRS phase shifts ...

This file provides functions and modules that construct shapes from a list of cross sections. In the case of skin() you specify each cross sectional shape yourself, and the number of points can vary.

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Abstract: The author investigates the convexity properties of error probability in the detection of binary-valued scalar signals corrupted by additive noise. It is ...