We study several-matrix models and show that when the potential is convex and a small perturbation of the Gaussian potential, the first order correction to the free energy can be expressed as a ...

This is a preview. Log in through your library . Abstract Some oscillation criteria are given for the second order matrix differential system Y′ ′ + Q(t)Y = 0, where Y and Q are n × n real continuous ...

A second-order confirmatory factor analysis model is applied to a correlation matrix of Thurstone reported by McDonald (1985). Using the LINEQS statement, the three-term second-order factor analysis ...

The concept of second-order risk operationalizes the estimation risk induced by model uncertainty in portfolio construction. We study its contribution to the realized volatility of recently developed ...