Linear approximations to Euler equations imply a linear relationship between expected consumption growth and uncertainty in consumption growth, with a slope coefficient that is a function of the ...

Formulate linear and integer programming problems for solving commonly encountered optimization problems. Understand how approximation algorithms compute solutions that are guaranteed to be within ...

The Annals of Statistics, Vol. 42, No. 3 (June 2014), pp. 819-849 (31 pages) Folded concave penalization methods have been shown to enjoy the strong oracle property for high-dimensional sparse ...