Zobrazeno 1 - 10
of 41
pro vyhledávání: '"Benichou, Raphael"'
We explore the effect of past market movements on the instantaneous correlations between assets within the futures market. Quantifying this effect is of interest to estimate and manage the risk associated to portfolios of futures in a non-stationary
Externí odkaz:
http://arxiv.org/abs/1912.12354
Autor:
Benichou, Raphael, Lempérière, Yves, Sérié, Emmanuel, Kockelkoren, Julien, Seager, Philip, Bouchaud, Jean-Philippe, Potters, Marc
Markowitz' celebrated optimal portfolio theory generally fails to deliver out-of-sample diversification. In this note, we propose a new portfolio construction strategy based on symmetry arguments only, leading to "Eigenrisk Parity" portfolios that ac
Externí odkaz:
http://arxiv.org/abs/1610.08818
Autor:
Benichou, Raphael
Cette thèse se consacre à l'étude de la théorie des cordes en utilisant les outils des théories conformes bidimensionnelles. Dans la première partie, une famille de solutions non-compactes et courbes est etudiées : les modèles de Gepner non-c
Externí odkaz:
http://tel.archives-ouvertes.fr/tel-00392687
http://tel.archives-ouvertes.fr/docs/00/39/26/87/PDF/these.pdf
http://tel.archives-ouvertes.fr/docs/00/39/26/87/PDF/these.pdf
Autor:
Benichou, Raphael
We present a perturbative derivation of the T-system that is believed to encode the exact spectrum of planar N=4 SYM. The T-system is understood as an operator identity between some special line operators, the quantum transfer matrices. By computing
Externí odkaz:
http://arxiv.org/abs/1202.0084
Autor:
Benichou, Raphael, Estes, John
We investigate open string theory on backreacting D3-branes using a spacetime approach. We study in detail the half-BPS supergravity solutions describing open strings ending on D3-branes, in the near horizon of the D3-branes. We recover quantitativel
Externí odkaz:
http://arxiv.org/abs/1112.3035
Autor:
Benichou, Raphael, Estes, John
We consider brane-world scenarios embedded into string theory. We find that the D-brane backreaction induces a large increase in the open string's proper length. Consequently the stringy nature of elementary particles can be detected at distances muc
Externí odkaz:
http://arxiv.org/abs/1112.0565
Autor:
Benichou, Raphael
We provide a first-principles, perturbative derivation of the AdS5/CFT4 Y-system that has been proposed to solve the spectrum problem of N=4 SYM. The proof relies on the computation of quantum effects in the fusion of some loop operators, namely the
Externí odkaz:
http://arxiv.org/abs/1108.4927
Autor:
Benichou, Raphael
Publikováno v:
JHEP 1101:066,2011
We study line operators in the two-dimensional sigma-model on PSl(n|n) using the current-current OPEs. We regularize and renormalize these line operators, and compute their fusion up to second order in perturbation theory. In particular we show that
Externí odkaz:
http://arxiv.org/abs/1011.3158
Autor:
Benichou, Raphael
Publikováno v:
JHEP 1010:001,2010
We argue that gravitational interactions between open strings ending on D3-branes are largely shaped by the D3-branes' backreaction. To this end we consider classical open strings coupled to general relativity in Poincare AdS5 backgrounds. We compute
Externí odkaz:
http://arxiv.org/abs/1006.2824
Autor:
Benichou, Raphael, Troost, Jan
Publikováno v:
JHEP 1004:121,2010
We compute the algebra of left and right currents for a principal chiral model with arbitrary Wess-Zumino term on supergroups with zero Killing form. We define primary fields for the current algebra that match the affine primaries at the Wess-Zumino-
Externí odkaz:
http://arxiv.org/abs/1002.3712