This paper shows how to perform sensitivity analysis for Mean-Variance (MV) portfolio problems using a general form of parametric quadratic programming. The analysis allows an investor to examine how ...

Calculate the sensitivity and specificity of your test with this easy-to-use calculator.

The contribution of the paper is a complete analysis of the sensitivity of elastic demand traffic (Wardrop) equilibria. The existence of a directional derivative of the equilibrium solution (link flow ...