Leveraged and inverse exchange-traded funds seek daily returns equal to fixed multiples of indexes' returns, but the ensuing rebalancing costs create a tension between high correlation with index low average deviation from leveraged index' performance. With proportional trading costs, we find that optimal replication policy is robust dynamics obtain sufficient statistic for performance, implied...

A composite index called the Environmental Performance Index (EPI) was obtained to evaluate countries’ environmental performance. This calculated for 180 countries concerning 24 indicators. However, it is well known that there are huge differences between regarding factors besides social, economic, and cultural factors. case aggravates doubt data set has outliers. Therefore, values should be su...

this paper considers the problem of stable limit cycles generating in a class of uncertain nonlinear systems which leads to stable oscillations in the system’s output.this is a wanted behavior in many practical engineering problems. for this purpose, first the equation of the desirable limit cycle is achieved according to shape, amplitude and frequency of the required output oscillations. then,...

Robust performance of control schemes for open quantum systems is investigated under classical uncertainties in the generators dynamics and nonclassical due to decoherence initial state preparation errors. A formalism developed measure based on transmission a dynamic perturbation or error error. This makes it possible apply tools from robust such as structured singular value analysis. difficult...

supply chain network design decisions are among the strategic decisions of supply chain management which play significant role on the efficient performance of the supply chain. however, there are two challenging factors which may have great impact on the supply chain performance. these factors are on the one hand disruptions and their attendant damages and on the other hand uncertain nature of ...