Abstract A network is said to have the properties of a small world if suitably defined average distance between any two nodes proportional logarithm number nodes, N . In this paper, we present novel derivation small-world property for Gilbert–Erdös–Renyi random networks. We employ mean field approximation that permits analytic distribution shortest paths exhibits logarithmic scaling away from p...

Benati and Rizzi [S. Benati, R. Rizzi, A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem, European Journal of Operational Research 176 (2007) 423–434], in a recent proposal of two linear integer programming models for portfolio optimization using Value-at-Risk as the measure of risk, claimed that the two counterpart models are equivalent. This no...

Abstract Value-at-risk is one of the most popular risk management tools in financial industry. Over past 20 years, several attempts to include VaR portfolio selection process have been proposed. However, using as a measure optimization models leads problems that are computationally hard solve. In view this, few practical applications appeared literature up now. this paper, we propose add criter...

Let ∆(T ) and E(T ) be the error terms in the classical Dirichlet divisor problem and in the asymptotic formula for the mean square of the Riemann zeta function in the critical strip, respectively. We show that ∆(T ) and E(T ) are asymptotic integral transforms of each other. We then use this integral representation of ∆(T ) to give a new proof of a result of M. Jutila.