Zobrazeno 1 - 10
of 34
pro vyhledávání: '"A. V. Farnsworth"'
Publikováno v:
The Journal of Finance. 76:1427-1469
This paper examines how market frictions influence the managerial incentives and organizational structure of new hedge funds. We develop a stylized model in which new managers search for accredited investors and have stronger incentives to acquire ma
Publikováno v:
MIT web domain
We use a new hedge fund data set from a separate account platform to examine (1) how much of hedge fund return smoothing is due to main fund–specific factors, such as managerial reporting discretion and (2) the costs of removing hedge fund share re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::11e27c8667cd92ac840f3a1a5d376fa2
https://hdl.handle.net/1721.1/128478
https://hdl.handle.net/1721.1/128478
Publikováno v:
SSRN Electronic Journal.
Using a new dataset of hedge fund returns from separate accounts on the Lyxor platform, we examine the costs and advantages of the greater liquidity of the Lyxor platform verses those of the associated main hedge funds. Lyxor accounts are traded pari
Autor:
Richard E. Olson, Dennis Grady, Timothy G. Trucano, Glenn D. Kubiak, A. V. Farnsworth, Marlin E. Kipp
Publikováno v:
International Journal of Impact Engineering. 17:873-890
E xtreme U ltra V iolet L ithography (EUVL) seeks to apply radiation in a wavelength region centered near 13 nm to produce microcircuits having feature sizes 0.1 micron or less. A critical requirement for the commercial application of this technology
The modeling of solids is most naturally placed within a Lagrangian framework because it requires constitutive models which depend on knowledge of the original material orientations and subsequent deformations. Detailed kinematic information is neede
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1cc96f5c14b8146a48b6244dee4545c1
https://doi.org/10.2172/984939
https://doi.org/10.2172/984939
Genetic programming (GP) has proved to be a highly versatile and useful tool for identifying relationships in data for which a more precise theoretical construct is unavailable. In this project, we use a GP search to develop trading strategies for ag
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3bf41795b9fc069d21dba25b78bc6b4b
https://doi.org/10.2172/919656
https://doi.org/10.2172/919656
Autor:
Allen C. Robinson, Grant V. Farnsworth
Algorithms for higher order accuracy modeling of kinematic behavior within the ALEGRA framework are presented. These techniques improve the behavior of the code when kinematic errors are found, ensure orthonormality of the rotation tensor at each tim
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a603cdc41b11ac35df7828107a1bfb91
https://doi.org/10.2172/918209
https://doi.org/10.2172/918209
Publikováno v:
AIP Conference Proceedings.
Experimental methods utilizing laser‐acceleration of flyer plates and high‐speed velocity interferometry are being developed for investigation of the dynamic material properties of microscale materials (e.g., polycrystalline silicon). Hugoniot me
Publikováno v:
AIP Conference Proceedings.
The existence of both short pulse, high power lasers that can be used drive material flyers to high velocities, and excellent laser diagnostics for determining flyer velocities as a function of time has made the use of such tools an attractive altern
This report summarizes a multiyear effort to establish a new capability for determining dynamic material properties. By utilizing a significant reduction in experimental length and time scales, this new capability addresses both the high per-experime
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4f92ec706c593997eab3fb1bf7ec97bf
https://doi.org/10.2172/792875
https://doi.org/10.2172/792875